+37.1%
GFS vs GTLB
+2.8%
+34.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | -0.6% |
| 7D | +2.6% | +4.6% | -1.9% | +3.0% |
| 30D | -16.4% | +21.0% | -37.4% | -15.2% |
| 3M | -41.6% | +51.7% | -93.3% | -39.5% |
| 6M | -3.7% | +89.3% | -93.0% | +0.9% |
| YTD | +29.3% | +25.6% | +3.7% | +42.2% |
| 1Y | +37.1% | -1.5% | +38.7% | +64.4% |
| All | +37.1% | +2.8% | +34.3% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling