-64.9%
FIS vs GGLL
+194.0%
-258.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -27.4% | +5.1% | -32.5% | -27.9% |
| 30D | -16.8% | -35.5% | +18.7% | -13.3% |
| 3M | -32.6% | -39.2% | +6.5% | -29.4% |
| 6M | -33.4% | -54.4% | +21.0% | -28.3% |
| YTD | -56.0% | -29.8% | -26.2% | -55.5% |
| 1Y | -55.1% | -20.4% | -34.7% | -55.5% |
| 3Y | -41.4% | +149.7% | -191.2% | -56.3% |
| All | -64.9% | +194.0% | -258.9% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling