-52.0%
GTLB vs FDS
-22.5%
-29.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +3.7% |
| 7D | +11.1% | -1.9% | +13.0% | +12.5% |
| 30D | +37.8% | +9.0% | +28.8% | +29.5% |
| 3M | +61.6% | +18.9% | +42.7% | +39.5% |
| 6M | +98.9% | +35.1% | +63.8% | +55.8% |
| YTD | +32.8% | +5.5% | +27.3% | +25.1% |
| 1Y | +14.7% | -16.8% | +31.5% | +29.8% |
| 3Y | +1.3% | -28.1% | +29.4% | +23.3% |
| All | -52.0% | -22.5% | -29.6% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling