-64.3%
FIS vs GGLL
+188.6%
-253.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | -25.5% | +3.1% | -28.6% | -25.9% |
| 30D | -15.1% | -36.3% | +21.3% | -11.4% |
| 3M | -32.1% | -40.4% | +8.2% | -28.8% |
| 6M | -36.1% | -54.6% | +18.6% | -31.2% |
| YTD | -55.4% | -31.1% | -24.3% | -54.8% |
| 1Y | -53.9% | -19.2% | -34.7% | -54.4% |
| 3Y | -39.8% | +151.5% | -191.3% | -55.4% |
| All | -64.3% | +188.6% | -253.0% | -77.6% |
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