+42.5%
GS vs FISV
-62.2%
+104.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | 0.0% |
| 7D | +3.4% | -1.6% | +5.0% | +3.5% |
| 30D | +0.2% | -3.0% | +3.1% | +0.3% |
| 3M | -0.3% | -3.5% | +3.2% | -0.3% |
| 6M | +27.4% | -19.4% | +46.8% | +28.9% |
| YTD | +19.6% | -24.3% | +43.9% | +21.3% |
| 1Y | +42.5% | -62.4% | +104.9% | +51.1% |
| All | +42.5% | -62.2% | +104.7% | +51.1% |
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