-46.8%
FISV vs GGLL
+153.6%
-200.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.9% |
| 7D | +22.3% | +6.3% | +16.0% | +22.1% |
| 30D | +39.2% | -35.1% | +74.3% | +41.0% |
| 3M | +21.2% | -37.7% | +58.9% | +22.8% |
| 6M | +14.5% | -54.1% | +68.6% | +16.9% |
| YTD | -5.4% | -29.4% | +24.0% | -5.3% |
| 1Y | -0.3% | -13.4% | +13.1% | -0.8% |
| 3Y | -46.8% | +158.3% | -205.1% | -53.5% |
| All | -46.8% | +153.6% | -200.4% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling