-71.6%
FIS vs GTLB
-49.8%
-21.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.3% | +6.6% |
| 7D | +1.5% | -9.6% | +11.2% | +2.6% |
| 30D | -11.8% | -15.5% | +3.7% | -10.4% |
| 3M | -28.5% | +12.4% | -40.9% | -29.6% |
| 6M | -27.0% | +84.6% | -111.6% | -32.0% |
| YTD | -53.1% | +26.1% | -79.2% | -54.9% |
| 1Y | -52.8% | +1.7% | -54.4% | -53.7% |
| 3Y | -37.5% | +6.1% | -43.6% | -40.9% |
| 5Y | -71.1% | -61.1% | -9.9% | -72.6% |
| All | -71.6% | -49.8% | -21.8% | -73.6% |
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