-49.9%
FISV vs GGLL
+328.7%
-378.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | -0.3% | -4.8% | +4.4% | 0.0% |
| 30D | -2.1% | -13.7% | +11.6% | -1.1% |
| 3M | -5.7% | -21.9% | +16.1% | -4.5% |
| 6M | -15.3% | +11.7% | -27.0% | -17.0% |
| YTD | -21.1% | +2.3% | -23.4% | -22.3% |
| 1Y | -61.1% | +76.2% | -137.3% | -63.9% |
| 3Y | -56.8% | +245.0% | -301.8% | -65.7% |
| All | -49.9% | +328.7% | -378.6% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling