-80.9%
FIG vs GTLB
+0.3%
-81.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -2.3% |
| 7D | -14.5% | -6.6% | -7.9% | -11.2% |
| 30D | -13.3% | +13.7% | -27.1% | -19.8% |
| 3M | +7.4% | +52.9% | -45.5% | -15.0% |
| 6M | -27.8% | +88.5% | -116.3% | -48.6% |
| YTD | -41.1% | +23.4% | -64.6% | -55.0% |
| 1Y | -58.7% | -3.8% | -54.9% | -67.2% |
| All | -80.9% | +0.3% | -81.2% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling