-51.1%
FIS vs GGLL
-11.6%
-39.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.5% | -30.2% | -23.7% |
| 7D | -18.4% | -23.1% | +4.7% | -17.4% |
| 30D | -11.4% | -32.9% | +21.5% | -9.4% |
| 3M | -32.0% | -44.9% | +12.9% | -29.6% |
| 6M | -35.6% | -49.5% | +13.9% | -33.3% |
| YTD | -53.8% | -28.9% | -24.9% | -53.1% |
| 1Y | -51.1% | -12.2% | -38.9% | -51.4% |
| All | -51.1% | -11.6% | -39.5% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling