-54.5%
GTLB vs FDS
-32.5%
-22.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.8% | +7.9% | +6.4% |
| 7D | -4.1% | -16.0% | +11.9% | +8.8% |
| 30D | +12.3% | -6.7% | +19.1% | +18.0% |
| 3M | +65.9% | +6.0% | +59.9% | +55.6% |
| 6M | +104.0% | +25.1% | +78.9% | +68.3% |
| YTD | +26.0% | -8.1% | +34.2% | +31.2% |
| 1Y | -3.5% | -26.0% | +22.5% | +18.4% |
| 3Y | -9.6% | -36.4% | +26.8% | +19.1% |
| All | -54.5% | -32.5% | -22.0% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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