-54.6%
FISV vs GTLB
-49.8%
-4.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | -7.2% | -4.1% | -3.1% | -6.8% |
| 30D | -7.2% | +12.3% | -19.5% | -8.3% |
| 3M | -8.2% | +65.9% | -74.1% | -12.9% |
| 6M | -17.7% | +104.0% | -121.7% | -23.8% |
| YTD | -27.2% | +26.0% | -53.2% | -29.7% |
| 1Y | -63.0% | -3.5% | -59.5% | -63.5% |
| 3Y | -59.8% | -9.6% | -50.1% | -61.2% |
| All | -54.6% | -49.8% | -4.8% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling