-40.6%
FIS vs GGLL
+153.6%
-194.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.8% | -1.4% |
| 7D | -29.4% | +6.3% | -35.8% | -29.6% |
| 30D | -16.7% | -35.1% | +18.4% | -15.1% |
| 3M | -33.0% | -37.7% | +4.7% | -31.5% |
| 6M | -33.3% | -54.1% | +20.8% | -31.0% |
| YTD | -56.0% | -29.4% | -26.6% | -55.6% |
| 1Y | -54.6% | -13.4% | -41.2% | -54.7% |
| 3Y | -40.6% | +158.3% | -199.0% | -44.0% |
| All | -40.6% | +153.6% | -194.2% | -44.0% |
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 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