+448.7%
FIX vs GTLB
+12.7%
+436.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.3% | +5.7% |
| 7D | -17.5% | -11.1% | -6.4% | -16.1% |
| 30D | -41.6% | -7.5% | -34.1% | -41.0% |
| 3M | -40.6% | +34.8% | -75.4% | -43.4% |
| 6M | -49.4% | +98.0% | -147.4% | -55.4% |
| YTD | +9.2% | +28.1% | -19.0% | +4.9% |
| 1Y | +6.5% | +5.6% | +0.9% | +7.3% |
| 3Y | +448.7% | +15.9% | +432.8% | +431.4% |
| All | +448.7% | +12.7% | +436.0% | +431.4% |
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