+10.5%
F vs GTLB
-50.0%
+60.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.7% | +0.9% |
| 7D | -0.6% | -9.6% | +8.9% | +0.7% |
| 30D | +2.9% | -14.5% | +17.3% | +4.9% |
| 3M | -9.5% | +20.9% | -30.4% | -12.2% |
| 6M | +4.0% | +81.4% | -77.4% | -5.4% |
| YTD | -1.3% | +25.6% | -26.8% | -6.2% |
| 1Y | -1.9% | +3.4% | -5.4% | -4.3% |
| 3Y | +53.5% | +8.9% | +44.6% | +41.1% |
| 5Y | -15.1% | -64.0% | +48.8% | -22.7% |
| All | +10.5% | -50.0% | +60.5% | -3.2% |
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 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