+23.6%
F vs GTLB
-50.0%
+73.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.4% | +1.1% | -3.5% |
| 7D | +1.2% | +4.6% | -3.4% | +0.5% |
| 30D | +1.2% | +21.0% | -19.8% | -1.6% |
| 3M | -5.7% | +51.7% | -57.4% | -11.4% |
| 6M | +17.9% | +89.3% | -71.3% | +6.4% |
| YTD | +10.4% | +25.6% | -15.2% | +5.2% |
| 1Y | +25.3% | -1.5% | +26.9% | +23.3% |
| 3Y | +37.5% | -9.9% | +47.4% | +30.5% |
| All | +23.6% | -50.0% | +73.5% | +8.6% |
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