+9.4%
F vs GTLB
-49.8%
+59.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.4% |
| 7D | -2.1% | -9.6% | +7.5% | -0.8% |
| 30D | +3.3% | -15.5% | +18.8% | +5.5% |
| 3M | -11.3% | +12.4% | -23.7% | -13.1% |
| 6M | +5.3% | +84.6% | -79.2% | -4.4% |
| YTD | -2.2% | +26.1% | -28.3% | -7.2% |
| 1Y | -3.5% | +1.7% | -5.2% | -5.6% |
| 3Y | +49.5% | +6.1% | +43.5% | +38.1% |
| 5Y | -13.5% | -61.1% | +47.6% | -22.1% |
| All | +9.4% | -49.8% | +59.2% | -4.2% |
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