-0.8%
GFS vs GTLB
-56.1%
+55.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.3% |
| 7D | +4.5% | -6.6% | +11.1% | +5.9% |
| 30D | -8.2% | +13.7% | -21.9% | -11.0% |
| 3M | -38.9% | +52.9% | -91.8% | -44.7% |
| 6M | -2.9% | +88.5% | -91.4% | -17.7% |
| YTD | +31.8% | +23.4% | +8.3% | +22.0% |
| 1Y | +43.1% | -3.8% | +46.9% | +39.7% |
| 3Y | -20.6% | -11.5% | -9.1% | -24.7% |
| All | -0.8% | -56.1% | +55.3% | -5.2% |
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