+1,296.6%
FIX vs GTLB
-50.0%
+1,346.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.0% | +11.4% | +9.7% |
| 7D | -7.2% | -9.6% | +2.3% | -6.1% |
| 30D | -35.1% | -14.5% | -20.6% | -33.9% |
| 3M | -34.3% | +20.9% | -55.2% | -36.1% |
| 6M | -42.9% | +81.4% | -124.3% | -47.9% |
| YTD | +19.5% | +25.6% | -6.1% | +13.7% |
| 1Y | +16.8% | +3.4% | +13.3% | +14.4% |
| 3Y | +506.7% | +8.9% | +497.8% | +480.3% |
| 5Y | +1,046.7% | -64.0% | +1,110.7% | +1,046.6% |
| All | +1,296.6% | -50.0% | +1,346.6% | +1,274.1% |
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