-79.1%
FIG vs GTLB
+7.9%
-87.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.4% | -4.9% |
| 7D | -16.3% | +11.1% | -27.4% | -21.7% |
| 30D | -14.3% | +37.8% | -52.1% | -28.7% |
| 3M | +7.2% | +61.6% | -54.4% | -17.8% |
| 6M | -18.6% | +98.9% | -117.5% | -44.1% |
| YTD | -35.5% | +32.8% | -68.2% | -52.7% |
| 1Y | -55.8% | +14.7% | -70.4% | -66.8% |
| All | -79.1% | +7.9% | -87.0% | -83.7% |
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