-24.2%
GTLB vs FBTC
+60.2%
-84.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -5.7% | -3.1% | -2.6% | -4.9% |
| 30D | +15.1% | +22.0% | -6.9% | +9.1% |
| 3M | +65.5% | +21.6% | +43.8% | +56.5% |
| 6M | +102.9% | +9.2% | +93.7% | +96.5% |
| YTD | +25.2% | -11.8% | +37.0% | +27.7% |
| 1Y | -5.5% | -32.7% | +27.2% | +3.5% |
| All | -24.2% | +60.2% | -84.4% | -31.7% |
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