-24.9%
GFS vs GTLB
+12.7%
-37.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.1% | +6.5% |
| 7D | -7.8% | -11.1% | +3.3% | -5.9% |
| 30D | -19.7% | -7.5% | -12.2% | -18.4% |
| 3M | -23.1% | +34.8% | -57.9% | -27.2% |
| 6M | -46.4% | +98.0% | -144.4% | -53.6% |
| YTD | +11.0% | +28.1% | -17.1% | +5.7% |
| 1Y | +12.6% | +5.6% | +7.1% | +12.9% |
| 3Y | -24.9% | +15.9% | -40.9% | -33.3% |
| All | -24.9% | +12.7% | -37.7% | -33.3% |
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 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