-2.4%
GFS vs GTLB
-52.8%
+50.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.3% |
| 7D | +1.0% | +11.1% | -10.0% | -1.3% |
| 30D | -8.6% | +37.8% | -46.4% | -14.8% |
| 3M | -46.5% | +61.6% | -108.1% | -52.2% |
| 6M | -4.8% | +98.9% | -103.7% | -20.1% |
| YTD | +29.7% | +32.8% | -3.1% | +18.3% |
| 1Y | +35.8% | +14.7% | +21.2% | +27.3% |
| 3Y | -18.3% | +1.3% | -19.7% | -24.7% |
| All | -2.4% | -52.8% | +50.3% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling