+1,920.3%
FIX vs GTLB
-47.1%
+1,967.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.8% |
| 7D | +6.0% | +11.1% | -5.0% | +4.6% |
| 30D | -7.2% | +37.8% | -45.0% | -11.2% |
| 3M | -15.9% | +61.6% | -77.4% | -21.4% |
| 6M | +12.7% | +98.9% | -86.2% | +1.2% |
| YTD | +72.8% | +32.8% | +40.0% | +63.8% |
| 1Y | +122.9% | +14.7% | +108.2% | +115.0% |
| 3Y | +774.3% | +1.3% | +773.0% | +743.3% |
| All | +1,920.3% | -47.1% | +1,967.4% | +1,878.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling