-61.1%
FISV vs GTLB
+14.4%
-75.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.3% |
| 7D | -0.3% | +11.1% | -11.4% | -2.2% |
| 30D | -2.1% | +37.8% | -39.9% | -7.3% |
| 3M | -5.7% | +61.6% | -67.3% | -13.2% |
| 6M | -15.3% | +98.9% | -114.3% | -24.9% |
| YTD | -21.1% | +32.8% | -53.9% | -29.5% |
| 1Y | -61.1% | +14.7% | -75.7% | -65.4% |
| All | -61.1% | +14.4% | -75.5% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling