+777.0%
FIX vs GTLB
+0.5%
+776.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.8% |
| 7D | +6.0% | +11.1% | -5.0% | +4.3% |
| 30D | -7.2% | +37.8% | -45.0% | -12.0% |
| 3M | -15.9% | +61.6% | -77.4% | -22.5% |
| 6M | +12.7% | +98.9% | -86.2% | -1.6% |
| YTD | +72.8% | +32.8% | +40.0% | +64.6% |
| 1Y | +122.9% | +14.7% | +108.2% | +118.6% |
| All | +777.0% | +0.5% | +776.5% | +735.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling