+1.9%
GTLB vs FFIV
+33.1%
-31.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.1% |
| 7D | -9.6% | -2.9% | -6.7% | -8.7% |
| 30D | -15.5% | -32.4% | +16.9% | -5.7% |
| 3M | +12.4% | -22.7% | +35.1% | +17.8% |
| 6M | +84.6% | -10.7% | +95.2% | +76.9% |
| YTD | +26.1% | +25.4% | +0.7% | +3.5% |
| All | +1.9% | +33.1% | -31.2% | -15.5% |
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