-63.3%
FIS vs GGLL
+210.8%
-274.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.4% |
| 7D | +2.8% | +7.7% | -4.9% | +2.0% |
| 30D | -16.7% | -30.2% | +13.5% | -13.9% |
| 3M | -32.3% | -31.3% | -1.0% | -30.0% |
| 6M | -29.1% | -52.1% | +23.0% | -24.0% |
| YTD | -54.1% | -25.9% | -28.3% | -53.9% |
| 1Y | -53.7% | -8.5% | -45.3% | -54.9% |
| 3Y | -38.8% | +165.5% | -204.4% | -54.8% |
| All | -63.3% | +210.8% | -274.1% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling