+29.0%
F vs GTLB
-47.1%
+76.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | +5.3% | +11.1% | -5.7% | +3.8% |
| 30D | +4.6% | +37.8% | -33.2% | -0.2% |
| 3M | -3.7% | +61.6% | -65.2% | -10.3% |
| 6M | +16.8% | +98.9% | -82.1% | +4.6% |
| YTD | +15.3% | +32.8% | -17.5% | +9.0% |
| 1Y | +31.0% | +14.7% | +16.3% | +25.9% |
| 3Y | +45.4% | +1.3% | +44.1% | +35.5% |
| All | +29.0% | -47.1% | +76.2% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling