-36.8%
FISV vs GH
+480.1%
-516.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.8% | -4.0% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | -3.0% | -4.5% | +1.5% | -2.6% |
| 3M | -3.5% | +28.9% | -32.4% | -6.4% |
| 6M | -19.4% | +76.5% | -95.9% | -24.5% |
| YTD | -24.3% | +57.6% | -81.9% | -28.3% |
| 1Y | -62.4% | +167.5% | -229.9% | -66.7% |
| 3Y | -58.2% | +377.4% | -435.6% | -66.8% |
| 5Y | -56.5% | +23.8% | -80.4% | -61.2% |
| All | -36.8% | +480.1% | -516.9% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling