-83.6%
FIG vs GTLB
+2.4%
-86.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.0% |
| 7D | -14.3% | -9.6% | -4.6% | -8.8% |
| 30D | -13.6% | -15.5% | +1.9% | -4.9% |
| 3M | -23.7% | +12.4% | -36.1% | -28.7% |
| 6M | -5.4% | +84.6% | -89.9% | -31.1% |
| YTD | -49.2% | +26.1% | -75.3% | -61.6% |
| 1Y | -57.4% | +1.7% | -59.0% | -67.0% |
| All | -83.6% | +2.4% | -86.0% | -86.8% |
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