+463.3%
GLW vs FISV
-58.7%
+522.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.0% | +11.6% | +7.1% |
| 7D | +14.0% | -1.6% | +15.6% | +13.8% |
| 30D | +0.4% | -3.0% | +3.3% | +0.2% |
| 3M | -11.3% | -3.5% | -7.8% | -11.0% |
| 6M | +35.1% | -19.4% | +54.5% | +35.6% |
| YTD | +90.5% | -24.3% | +114.8% | +91.6% |
| 1Y | +132.0% | -62.4% | +194.4% | +141.5% |
| 3Y | +463.3% | -58.2% | +521.5% | +414.3% |
| All | +463.3% | -58.7% | +522.1% | +414.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling