+948.1%
FIX vs GTLB
-61.8%
+1,009.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.3% | +5.7% |
| 7D | -17.5% | -11.1% | -6.4% | -16.2% |
| 30D | -41.6% | -7.5% | -34.1% | -41.0% |
| 3M | -40.6% | +34.8% | -75.4% | -43.1% |
| 6M | -49.4% | +98.0% | -147.4% | -54.4% |
| YTD | +9.2% | +28.1% | -19.0% | +3.7% |
| 1Y | +6.5% | +5.6% | +0.9% | +4.0% |
| 3Y | +448.7% | +15.9% | +432.8% | +420.9% |
| All | +948.1% | -61.8% | +1,009.9% | +923.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling