+6.3%
F vs GTLB
-49.8%
+56.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -3.9% | -3.5% | -0.4% | -3.4% |
| 30D | -0.5% | -9.0% | +8.5% | +0.7% |
| 3M | -12.9% | +15.9% | -28.8% | -15.0% |
| 6M | +1.5% | +104.9% | -103.3% | -9.1% |
| YTD | -5.0% | +26.0% | -31.0% | -9.8% |
| 1Y | -7.3% | +1.8% | -9.1% | -9.3% |
| 3Y | +45.3% | +6.0% | +39.3% | +34.2% |
| 5Y | -15.8% | -62.2% | +46.4% | -23.8% |
| All | +6.3% | -49.8% | +56.1% | -6.9% |
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