-19.7%
GTLB vs FBTC
+65.3%
-85.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.7% |
| 7D | +11.1% | +2.9% | +8.1% | +10.2% |
| 30D | +37.8% | +23.0% | +14.8% | +30.3% |
| 3M | +61.6% | +25.6% | +36.0% | +51.4% |
| 6M | +98.9% | +9.0% | +89.9% | +92.7% |
| YTD | +32.8% | -8.9% | +41.7% | +34.3% |
| 1Y | +14.7% | -27.5% | +42.2% | +23.1% |
| All | -19.7% | +65.3% | -85.0% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling