-70.8%
FIS vs GTLB
-62.5%
-8.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | +2.8% | -0.7% | +3.6% | +2.9% |
| 30D | -16.7% | -10.2% | -6.5% | -15.9% |
| 3M | -32.3% | +10.1% | -42.4% | -33.2% |
| 6M | -29.1% | +116.5% | -145.5% | -34.9% |
| YTD | -54.1% | +27.2% | -81.3% | -55.9% |
| 1Y | -53.7% | +8.6% | -62.3% | -54.9% |
| 3Y | -38.8% | +5.6% | -44.4% | -42.2% |
| All | -70.8% | -62.5% | -8.3% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling