-54.8%
GTLB vs FFIV
+104.9%
-159.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -3.4% |
| 7D | -5.7% | +5.4% | -11.1% | -10.0% |
| 30D | +15.1% | -2.7% | +17.8% | +16.9% |
| 3M | +65.5% | +4.5% | +60.9% | +56.9% |
| 6M | +102.9% | +42.2% | +60.7% | +46.3% |
| YTD | +25.2% | +61.3% | -36.1% | -20.1% |
| 1Y | -5.5% | +23.0% | -28.6% | -25.3% |
| 3Y | -10.9% | +156.3% | -167.1% | -69.6% |
| All | -54.8% | +104.9% | -159.7% | -78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling