-15.8%
F vs GTLB
-61.8%
+46.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | +1.6% | -11.1% | +12.6% | +3.1% |
| 30D | +2.6% | -7.5% | +10.1% | +3.5% |
| 3M | -8.8% | +34.8% | -43.6% | -12.9% |
| 6M | +4.6% | +98.0% | -93.4% | -5.9% |
| YTD | -1.9% | +28.1% | -30.0% | -7.0% |
| 1Y | -0.8% | +5.6% | -6.3% | -3.4% |
| 3Y | +43.5% | +15.9% | +27.5% | +30.7% |
| All | -15.8% | -61.8% | +46.0% | -36.4% |
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