-19.9%
GFS vs GTLB
+1.9%
-21.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.3% |
| 7D | +1.0% | +11.1% | -10.0% | -0.9% |
| 30D | -8.6% | +37.8% | -46.4% | -14.1% |
| 3M | -46.5% | +61.6% | -108.1% | -51.5% |
| 6M | -4.8% | +98.9% | -103.7% | -18.7% |
| YTD | +29.7% | +32.8% | -3.1% | +22.0% |
| 1Y | +35.8% | +14.7% | +21.2% | +31.9% |
| All | -19.9% | +1.9% | -21.8% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling