-83.2%
FIG vs GTLB
+3.3%
-86.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.3% |
| 7D | +3.4% | -0.7% | +4.2% | +3.8% |
| 30D | -9.5% | -10.2% | +0.8% | -3.3% |
| 3M | -26.2% | +10.1% | -36.3% | -30.3% |
| 6M | +2.7% | +116.5% | -113.8% | -29.8% |
| YTD | -48.0% | +27.2% | -75.1% | -60.8% |
| 1Y | -52.0% | +8.6% | -60.6% | -63.4% |
| All | -83.2% | +3.3% | -86.5% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling