+1,968.1%
FIX vs GTLB
-50.0%
+2,018.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.7% | +3.0% |
| 7D | +6.1% | +4.6% | +1.5% | +5.4% |
| 30D | -2.7% | +21.0% | -23.7% | -5.3% |
| 3M | -10.9% | +51.7% | -62.7% | -16.2% |
| 6M | +29.0% | +89.3% | -60.3% | +16.5% |
| YTD | +76.9% | +25.6% | +51.2% | +68.7% |
| 1Y | +130.7% | -1.5% | +132.3% | +127.6% |
| 3Y | +790.7% | -9.9% | +800.6% | +770.6% |
| All | +1,968.1% | -50.0% | +2,018.1% | +1,938.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling