+9.7%
F vs GTLB
-50.5%
+60.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | +1.0% | -10.9% | +11.9% | +2.6% |
| 30D | +2.1% | -15.3% | +17.4% | +4.3% |
| 3M | -10.3% | +14.6% | -24.8% | -12.3% |
| 6M | +3.3% | +79.6% | -76.3% | -5.9% |
| YTD | -2.0% | +24.3% | -26.3% | -6.8% |
| 1Y | -2.3% | +1.0% | -3.3% | -4.3% |
| 3Y | +49.9% | +4.6% | +45.3% | +38.7% |
| 5Y | -12.5% | -63.7% | +51.3% | -20.3% |
| All | +9.7% | -50.5% | +60.2% | -3.7% |
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