+39.4%
GM vs FISV
-4.0%
+43.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.2% | -1.6% | +3.9% |
| 7D | +12.1% | +29.6% | -17.6% | +8.7% |
| 30D | +15.2% | +34.5% | -19.3% | +11.1% |
| 3M | +4.9% | +11.2% | -6.4% | +3.0% |
| 6M | +22.6% | -1.2% | +23.8% | +23.0% |
| YTD | +14.4% | -7.6% | +22.0% | +15.8% |
| 1Y | +39.4% | -3.7% | +43.1% | +39.0% |
| All | +39.4% | -4.0% | +43.4% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling