-23.1%
GTLB vs FBTC
+42.6%
-65.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.9% |
| 7D | -0.7% | -9.2% | +8.4% | +1.7% |
| 30D | -10.2% | -15.8% | +5.6% | -6.0% |
| 3M | +10.1% | +8.7% | +1.4% | +7.4% |
| 6M | +116.5% | -13.6% | +130.1% | +123.5% |
| YTD | +27.2% | -21.5% | +48.7% | +33.6% |
| 1Y | +8.6% | -29.9% | +38.5% | +17.4% |
| All | -23.1% | +42.6% | -65.6% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 10y: compounded portfolio wealth divided by compounded FBTC 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…
10y analysis · Full analysis span regression · 6 months rolling