-0.5%
FISV vs GD
+189.7%
-190.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -3.7% |
| 7D | -1.6% | -3.5% | +1.9% | +0.1% |
| 30D | -3.0% | -9.0% | +6.1% | +1.5% |
| 3M | -3.5% | +5.1% | -8.6% | -6.1% |
| 6M | -19.4% | -1.0% | -18.4% | -19.4% |
| YTD | -24.3% | +7.3% | -31.6% | -27.6% |
| 1Y | -62.4% | +12.4% | -74.8% | -64.8% |
| 3Y | -58.2% | +73.7% | -131.9% | -69.9% |
| 5Y | -56.5% | +93.8% | -150.3% | -71.0% |
| 10Y | -0.5% | +190.6% | -191.1% | -50.1% |
| All | -0.5% | +189.7% | -190.2% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling