-54.0%
FISV vs GGLL
+309.0%
-363.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -4.0% |
| 7D | -6.4% | -3.9% | -2.5% | -6.1% |
| 30D | -6.8% | -15.4% | +8.5% | -5.8% |
| 3M | -10.0% | -21.9% | +11.9% | -8.7% |
| 6M | -20.6% | +4.5% | -25.1% | -21.8% |
| YTD | -27.6% | -2.4% | -25.2% | -28.4% |
| 1Y | -64.3% | +57.8% | -122.1% | -66.6% |
| 3Y | -60.0% | +227.2% | -287.2% | -68.0% |
| All | -54.0% | +309.0% | -363.0% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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