-4.8%
GFS vs GTLB
+111.1%
-116.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.7% |
| 7D | +1.0% | +11.1% | -10.0% | +2.8% |
| 30D | -8.6% | +37.8% | -46.4% | -3.5% |
| 3M | -46.5% | +61.6% | -108.1% | -40.7% |
| 6M | -4.8% | +98.9% | -103.7% | +11.7% |
| All | -4.8% | +111.1% | -116.0% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling