-56.6%
FIG vs GTLB
-1.8%
-54.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.7% |
| 7D | -12.2% | -4.1% | -8.1% | -10.0% |
| 30D | -11.0% | +12.3% | -23.3% | -17.7% |
| 3M | +11.9% | +65.9% | -54.0% | -17.9% |
| 6M | -21.9% | +104.0% | -125.9% | -48.6% |
| YTD | -40.8% | +26.0% | -66.8% | -56.4% |
| 1Y | -56.6% | -3.5% | -53.2% | -61.9% |
| All | -56.6% | -1.8% | -54.8% | -61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling