+26.4%
FISV vs GD
+185.2%
-158.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.2% | -0.1% |
| 7D | +22.3% | -3.0% | +25.4% | +24.0% |
| 30D | +39.2% | +9.3% | +29.9% | +33.1% |
| 3M | +21.2% | -7.2% | +28.4% | +25.3% |
| 6M | +14.5% | +5.5% | +9.0% | +11.0% |
| YTD | -5.4% | +9.5% | -14.9% | -10.6% |
| 1Y | -0.3% | +6.4% | -6.7% | -4.5% |
| 3Y | -46.8% | +59.8% | -106.6% | -59.7% |
| 5Y | -36.2% | +98.0% | -134.2% | -58.0% |
| 10Y | +26.4% | +177.4% | -151.0% | -29.4% |
| All | +26.4% | +185.2% | -158.8% | -29.4% |
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