-52.1%
FISV vs GTLB
-50.1%
-2.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.5% |
| 7D | -2.7% | -5.7% | +3.0% | -2.1% |
| 30D | 0.0% | +15.1% | -15.1% | -1.4% |
| 3M | -2.8% | +65.5% | -68.2% | -7.8% |
| 6M | -11.8% | +102.9% | -114.7% | -18.3% |
| YTD | -23.2% | +25.2% | -48.4% | -25.8% |
| 1Y | -62.0% | -5.5% | -56.5% | -62.5% |
| 3Y | -57.6% | -10.9% | -46.7% | -59.1% |
| All | -52.1% | -50.1% | -2.0% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling