+139.3%
GS vs FISV
-37.5%
+176.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.2% | +25.7% | -28.9% | -8.1% |
| 30D | -2.4% | +38.8% | -41.2% | -9.5% |
| 3M | -15.7% | +16.2% | -31.9% | -18.8% |
| 6M | -6.8% | +12.1% | -18.8% | -10.0% |
| YTD | -0.1% | -6.4% | +6.3% | +0.4% |
| 1Y | +12.1% | +2.0% | +10.1% | +10.0% |
| 3Y | +185.8% | -47.4% | +233.2% | +190.5% |
| All | +139.3% | -37.5% | +176.8% | +118.4% |
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