+155.6%
GS vs FISV
-36.7%
+192.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.5% |
| 7D | +5.9% | +1.4% | +4.4% | +5.5% |
| 30D | +4.3% | +38.4% | -34.1% | -3.2% |
| 3M | -11.7% | +14.9% | -26.6% | -14.6% |
| 6M | -3.2% | +21.8% | -25.0% | -8.4% |
| YTD | +5.8% | -5.0% | +10.8% | +5.9% |
| 1Y | +16.0% | -1.2% | +17.2% | +14.9% |
| 3Y | +199.8% | -47.5% | +247.3% | +206.3% |
| All | +155.6% | -36.7% | +192.3% | +133.2% |
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