+14.4%
FIX vs GTLB
+6.1%
+8.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | 0.0% | -15.1% | -15.1% |
| 7D | -18.9% | -9.7% | -9.2% | -20.2% |
| 30D | -36.3% | +1.7% | -38.0% | -35.9% |
| 3M | -38.5% | +43.6% | -82.1% | -34.4% |
| 6M | -42.3% | +113.0% | -155.2% | -34.1% |
| YTD | +17.1% | +39.5% | -22.4% | +35.0% |
| 1Y | +14.4% | +12.6% | +1.8% | +33.3% |
| All | +14.4% | +6.1% | +8.3% | +33.3% |
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