-5.5%
GTLB vs FDS
-27.2%
+21.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | 0.0% |
| 7D | -5.7% | -14.0% | +8.3% | +2.0% |
| 30D | +15.1% | -6.2% | +21.4% | +19.1% |
| 3M | +65.5% | +10.2% | +55.3% | +56.0% |
| 6M | +102.9% | +27.4% | +75.4% | +80.9% |
| YTD | +25.2% | -9.3% | +34.5% | +15.4% |
| 1Y | -5.5% | -28.6% | +23.1% | -11.5% |
| All | -5.5% | -27.2% | +21.7% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling