-35.9%
FISV vs GH
+467.1%
-503.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.5% | +5.5% |
| 7D | -2.7% | -2.5% | -0.2% | -2.5% |
| 30D | 0.0% | -4.7% | +4.7% | +0.4% |
| 3M | -2.8% | +20.2% | -23.0% | -5.0% |
| 6M | -11.8% | +78.8% | -90.6% | -17.5% |
| YTD | -23.2% | +54.1% | -77.3% | -27.2% |
| 1Y | -62.0% | +177.1% | -239.1% | -66.5% |
| 3Y | -57.6% | +371.6% | -429.2% | -66.3% |
| 5Y | -53.4% | +21.9% | -75.3% | -58.3% |
| All | -35.9% | +467.1% | -503.0% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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