-51.9%
FISV vs GGLL
+328.4%
-380.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -4.0% | -4.0% |
| 7D | -1.6% | +1.9% | -3.4% | -1.7% |
| 30D | -3.0% | -9.7% | +6.8% | -2.3% |
| 3M | -3.5% | -18.0% | +14.5% | -2.6% |
| 6M | -19.4% | +15.3% | -34.7% | -21.2% |
| YTD | -24.3% | +2.2% | -26.5% | -25.4% |
| 1Y | -62.4% | +73.1% | -135.5% | -65.1% |
| 3Y | -58.2% | +242.7% | -300.9% | -66.7% |
| All | -51.9% | +328.4% | -380.3% | -64.7% |
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