-39.9%
FISV vs GGLL
+195.8%
-235.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.9% |
| 7D | +22.3% | +6.3% | +16.0% | +21.8% |
| 30D | +39.2% | -35.1% | +74.3% | +42.8% |
| 3M | +21.2% | -37.7% | +58.9% | +24.5% |
| 6M | +14.5% | -54.1% | +68.6% | +19.6% |
| YTD | -5.4% | -29.4% | +24.0% | -4.9% |
| 1Y | -0.3% | -13.4% | +13.1% | -1.5% |
| 3Y | -46.8% | +158.3% | -205.1% | -57.3% |
| All | -39.9% | +195.8% | -235.7% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling