-47.6%
FISV vs GEHC
+2.1%
-49.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.5% |
| 7D | -2.7% | -7.2% | +4.5% | -0.7% |
| 30D | 0.0% | -11.6% | +11.6% | +3.3% |
| 3M | -2.8% | -0.8% | -1.9% | -2.6% |
| 6M | -11.8% | -11.9% | +0.1% | -9.4% |
| YTD | -23.2% | -21.9% | -1.3% | -18.8% |
| 1Y | -62.0% | -17.8% | -44.1% | -60.1% |
| 3Y | -57.6% | -3.5% | -54.1% | -56.8% |
| All | -47.6% | +2.1% | -49.7% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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