-23.6%
FIS vs GTLB
-8.4%
-15.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.4% | -0.5% | -5.2% |
| 7D | -3.5% | +4.6% | -8.0% | -4.0% |
| 30D | -7.8% | +21.0% | -28.8% | -10.0% |
| 3M | +0.8% | +51.7% | -50.9% | -4.3% |
| 6M | -21.9% | +89.3% | -111.2% | -28.1% |
| YTD | -39.5% | +25.6% | -65.1% | -42.3% |
| 1Y | -41.0% | -1.5% | -39.4% | -42.8% |
| 3Y | -23.6% | -9.9% | -13.7% | -30.4% |
| All | -23.6% | -8.4% | -15.2% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling