+2,064.0%
GS vs FISV
+697.5%
+1,366.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +0.9% | -0.3% | +1.3% | +1.1% |
| 30D | -1.6% | -2.1% | +0.5% | -1.0% |
| 3M | -4.5% | -5.7% | +1.3% | -3.6% |
| 6M | +20.9% | -15.3% | +36.2% | +27.0% |
| YTD | +19.9% | -21.1% | +41.0% | +29.3% |
| 1Y | +41.4% | -61.1% | +102.5% | +95.3% |
| 3Y | +239.2% | -56.8% | +296.0% | +324.5% |
| 5Y | +185.0% | -54.2% | +239.2% | +238.2% |
| 10Y | +655.0% | +1.6% | +653.4% | +483.5% |
| All | +2,064.0% | +697.5% | +1,366.5% | +550.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling