-62.2%
GTLB vs FDS
-23.2%
-38.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.6% |
| 7D | -3.5% | -2.6% | -0.9% | -1.7% |
| 30D | -9.0% | +14.1% | -23.0% | -18.1% |
| 3M | +15.9% | +19.8% | -3.9% | -0.1% |
| 6M | +104.9% | +55.0% | +49.9% | +42.2% |
| YTD | +26.0% | +15.9% | +10.1% | +9.1% |
| 1Y | +1.8% | +24.2% | -22.4% | -17.8% |
| 3Y | +6.0% | -24.0% | +30.0% | +25.1% |
| 5Y | -62.2% | -23.3% | -38.8% | -55.5% |
| All | -62.2% | -23.2% | -38.9% | -55.5% |
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 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