+2.0%
FISV vs GIS
-19.5%
+21.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.5% |
| 7D | -2.7% | -6.4% | +3.7% | -0.9% |
| 30D | 0.0% | -6.1% | +6.1% | +1.7% |
| 3M | -2.8% | +7.8% | -10.6% | -4.9% |
| 6M | -11.8% | -8.8% | -3.0% | -9.9% |
| YTD | -23.2% | -19.1% | -4.1% | -19.4% |
| 1Y | -62.0% | -24.8% | -37.2% | -59.1% |
| 3Y | -57.6% | -37.6% | -20.1% | -52.7% |
| 5Y | -53.4% | -25.4% | -28.0% | -51.4% |
| All | +2.0% | -19.5% | +21.5% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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