-7.8%
GFS vs GTLB
-55.2%
+47.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +17.2% | -3.5% | +20.7% | +18.0% |
| 30D | -8.7% | -9.0% | +0.3% | -6.8% |
| 3M | -19.7% | +15.9% | -35.5% | -22.4% |
| 6M | -40.7% | +104.9% | -145.5% | -50.2% |
| YTD | +22.5% | +26.0% | -3.4% | +12.9% |
| 1Y | +25.2% | +1.8% | +23.4% | +21.0% |
| 3Y | -17.7% | +6.0% | -23.7% | -24.9% |
| 5Y | -23.5% | -62.2% | +38.6% | -25.5% |
| All | -7.8% | -55.2% | +47.4% | -12.3% |
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