-64.6%
FIS vs GTLB
-50.8%
-13.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.2% |
| 7D | -9.1% | -6.6% | -2.5% | -8.4% |
| 30D | -10.4% | +13.7% | -24.2% | -11.7% |
| 3M | -3.7% | +52.9% | -56.6% | -8.1% |
| 6M | -24.8% | +88.5% | -113.3% | -30.0% |
| YTD | -41.6% | +23.4% | -65.0% | -43.5% |
| 1Y | -42.7% | -3.8% | -38.9% | -43.6% |
| 3Y | -26.2% | -11.5% | -14.7% | -29.0% |
| All | -64.6% | -50.8% | -13.8% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling