-53.1%
FISV vs GH
+20.8%
-73.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 3M | -2.8% | +20.2% | -23.0% | -4.4% |
| 6M | -11.8% | +78.8% | -90.6% | -16.1% |
| YTD | -23.2% | +54.1% | -77.3% | -26.2% |
| 1Y | -62.0% | +177.1% | -239.1% | -65.4% |
| 3Y | -57.6% | +371.6% | -429.2% | -64.3% |
| All | -53.1% | +20.8% | -73.9% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling