-54.9%
FISV vs GTLB
-50.8%
-4.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -4.2% |
| 7D | -6.4% | -6.6% | +0.2% | -5.7% |
| 30D | -6.8% | +13.7% | -20.6% | -8.1% |
| 3M | -10.0% | +52.9% | -62.9% | -14.0% |
| 6M | -20.6% | +88.5% | -109.1% | -26.0% |
| YTD | -27.6% | +23.4% | -51.0% | -29.9% |
| 1Y | -64.3% | -3.8% | -60.5% | -64.9% |
| 3Y | -60.0% | -11.5% | -48.5% | -61.3% |
| All | -54.9% | -50.8% | -4.0% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling