+5.6%
GTLB vs FDS
-23.3%
+28.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -0.7% | +1.5% | -2.2% | -1.5% |
| 30D | -10.2% | +14.8% | -25.0% | -16.9% |
| 3M | +10.1% | +16.3% | -6.2% | +0.9% |
| 6M | +116.5% | +66.2% | +50.2% | +64.5% |
| YTD | +27.2% | +16.2% | +10.9% | +10.6% |
| 1Y | +8.6% | +21.8% | -13.3% | -7.4% |
| 3Y | +5.6% | -23.9% | +29.5% | +6.4% |
| All | +5.6% | -23.3% | +28.8% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling