-55.4%
GTLB vs FDS
-28.3%
-27.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | +0.8% |
| 7D | -6.6% | -8.8% | +2.2% | -0.1% |
| 30D | +13.7% | -1.4% | +15.1% | +15.0% |
| 3M | +52.9% | +13.9% | +39.0% | +36.2% |
| 6M | +88.5% | +27.4% | +61.1% | +54.2% |
| YTD | +23.4% | -2.5% | +25.9% | +23.4% |
| 1Y | -3.8% | -23.8% | +20.0% | +16.4% |
| 3Y | -11.5% | -32.5% | +21.0% | +12.0% |
| All | -55.4% | -28.3% | -27.1% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling