-23.7%
GTLB vs FBTC
+59.7%
-83.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.5% |
| 7D | -4.1% | -5.8% | +1.8% | -2.6% |
| 30D | +12.3% | +21.4% | -9.1% | +6.6% |
| 3M | +65.9% | +24.5% | +41.4% | +55.9% |
| 6M | +104.0% | +9.9% | +94.1% | +97.2% |
| YTD | +26.0% | -12.0% | +38.1% | +28.7% |
| 1Y | -3.5% | -32.3% | +28.8% | +5.5% |
| All | -23.7% | +59.7% | -83.5% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling