+14.7%
GTLB vs FFIV
+25.9%
-11.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +11.1% | -1.0% | +12.0% | +11.4% |
| 30D | +37.8% | -5.1% | +42.9% | +39.7% |
| 3M | +61.6% | -4.5% | +66.0% | +63.1% |
| 6M | +98.9% | +36.5% | +62.5% | +83.7% |
| YTD | +32.8% | +53.0% | -20.2% | +23.3% |
| 1Y | +14.7% | +24.2% | -9.6% | -1.1% |
| All | +14.7% | +25.9% | -11.2% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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