+1,316.5%
FIX vs GTLB
-49.8%
+1,366.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +17.0% | -3.5% | +20.5% | +17.5% |
| 30D | -30.6% | -9.0% | -21.6% | -29.8% |
| 3M | -35.0% | +15.9% | -50.9% | -36.5% |
| 6M | -44.0% | +104.9% | -148.8% | -49.7% |
| YTD | +21.1% | +26.0% | -4.8% | +15.3% |
| 1Y | +16.3% | +1.8% | +14.5% | +14.2% |
| 3Y | +507.4% | +6.0% | +501.4% | +482.8% |
| 5Y | +1,052.1% | -62.2% | +1,114.2% | +1,048.3% |
| All | +1,316.5% | -49.8% | +1,366.3% | +1,293.1% |
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