-40.1%
FISV vs GGLL
+194.0%
-234.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +8.4% | +5.1% | +3.3% | +8.1% |
| 30D | +38.8% | -35.5% | +74.3% | +42.4% |
| 3M | +21.3% | -39.2% | +60.4% | +24.8% |
| 6M | +14.1% | -54.4% | +68.5% | +19.3% |
| YTD | -5.7% | -29.8% | +24.1% | -5.2% |
| 1Y | -0.8% | -20.4% | +19.7% | -1.3% |
| 3Y | -47.9% | +149.7% | -197.6% | -57.9% |
| All | -40.1% | +194.0% | -234.2% | -55.1% |
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