+851.8%
GLW vs FISV
+3.1%
+848.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +0.7% |
| 7D | +7.8% | -2.7% | +10.5% | +8.4% |
| 30D | -0.4% | 0.0% | -0.5% | -1.0% |
| 3M | -5.6% | -2.8% | -2.8% | -6.7% |
| 6M | +26.7% | -11.8% | +38.6% | +27.4% |
| YTD | +91.0% | -23.2% | +114.3% | +99.3% |
| 1Y | +122.4% | -62.0% | +184.4% | +180.9% |
| 3Y | +471.0% | -57.6% | +528.6% | +521.0% |
| 5Y | +385.6% | -53.4% | +439.0% | +383.8% |
| All | +851.8% | +3.1% | +848.7% | +516.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FISV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling