-61.1%
FIS vs GTLB
-47.1%
-14.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +1.1% | +11.1% | -10.0% | -0.1% |
| 30D | -2.2% | +37.8% | -40.0% | -5.6% |
| 3M | +2.1% | +61.6% | -59.4% | -3.1% |
| 6M | -14.7% | +98.9% | -113.6% | -21.1% |
| YTD | -35.7% | +32.8% | -68.5% | -38.3% |
| 1Y | -37.1% | +14.7% | -51.7% | -39.1% |
| 3Y | -20.0% | +1.3% | -21.4% | -24.1% |
| All | -61.1% | -47.1% | -14.0% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling