-37.4%
FISV vs GD
+99.6%
-136.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | +2.7% | -1.2% | +0.6% |
| 30D | +38.4% | +8.6% | +29.8% | +34.6% |
| 3M | +14.9% | -7.1% | +22.0% | +17.5% |
| 6M | +21.8% | +7.5% | +14.3% | +18.5% |
| YTD | -5.0% | +9.9% | -15.0% | -8.7% |
| 1Y | -1.2% | +7.6% | -8.7% | -4.2% |
| 3Y | -47.5% | +56.2% | -103.7% | -56.4% |
| All | -37.4% | +99.6% | -136.9% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling