-38.4%
FIS vs GGLL
+151.4%
-189.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -1.1% |
| 7D | -21.2% | -1.3% | -19.9% | -21.2% |
| 30D | -12.1% | -36.3% | +24.2% | -10.3% |
| 3M | -30.6% | -42.7% | +12.1% | -28.8% |
| 6M | -35.5% | -53.1% | +17.6% | -33.4% |
| YTD | -54.4% | -32.1% | -22.3% | -53.9% |
| 1Y | -52.9% | -20.1% | -32.8% | -52.9% |
| All | -38.4% | +151.4% | -189.8% | -42.5% |
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