+394.5%
GLW vs FISV
-58.4%
+452.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.9% | +1.6% |
| 7D | +16.9% | -6.4% | +23.3% | +17.1% |
| 30D | +7.0% | -6.8% | +13.8% | +7.1% |
| 3M | -3.0% | -10.0% | +7.0% | -2.7% |
| 6M | +31.0% | -20.6% | +51.6% | +32.7% |
| YTD | +93.4% | -27.6% | +121.0% | +98.0% |
| 1Y | +134.7% | -64.3% | +199.1% | +165.5% |
| 3Y | +471.8% | -60.0% | +531.8% | +469.0% |
| 5Y | +394.5% | -57.7% | +452.2% | +355.7% |
| All | +394.5% | -58.4% | +452.9% | +355.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling