-17.2%
F vs GTLB
-62.5%
+45.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | 0.0% | -10.2% | +10.3% | +1.4% |
| 3M | -13.2% | +10.1% | -23.3% | -14.7% |
| 6M | -10.2% | +116.5% | -126.7% | -20.1% |
| YTD | -4.9% | +27.2% | -32.1% | -9.8% |
| 1Y | -6.1% | +8.6% | -14.6% | -8.9% |
| 3Y | +46.0% | +5.6% | +40.4% | +35.0% |
| All | -17.2% | -62.5% | +45.3% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling