-39.8%
FIS vs GGLL
+154.9%
-194.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | -25.5% | +3.1% | -28.6% | -25.6% |
| 30D | -15.1% | -36.3% | +21.3% | -13.3% |
| 3M | -32.1% | -40.4% | +8.2% | -30.5% |
| 6M | -36.1% | -54.6% | +18.6% | -33.8% |
| YTD | -55.4% | -31.1% | -24.3% | -55.0% |
| 1Y | -53.9% | -19.2% | -34.7% | -53.9% |
| 3Y | -39.8% | +151.5% | -191.3% | -43.8% |
| All | -39.8% | +154.9% | -194.7% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling