-62.5%
FIS vs GGLL
+206.6%
-269.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.3% | +2.4% | +6.3% |
| 7D | +1.5% | +2.9% | -1.4% | +1.2% |
| 30D | -11.8% | -33.1% | +21.3% | -8.4% |
| 3M | -28.5% | -31.2% | +2.7% | -26.1% |
| 6M | -27.0% | -49.4% | +22.3% | -22.4% |
| YTD | -53.1% | -26.8% | -26.3% | -52.7% |
| 1Y | -52.8% | -17.7% | -35.0% | -53.3% |
| 3Y | -37.5% | +160.4% | -197.9% | -53.6% |
| All | -62.5% | +206.6% | -269.1% | -76.6% |
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