+1.8%
GTLB vs FFIV
+32.1%
-30.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -3.5% | +1.9% | -5.4% | -4.1% |
| 30D | -9.0% | -33.3% | +24.3% | +2.1% |
| 3M | +15.9% | -24.9% | +40.8% | +23.1% |
| 6M | +104.9% | -10.5% | +115.4% | +95.7% |
| YTD | +26.0% | +24.4% | +1.5% | +3.7% |
| 1Y | +1.8% | +32.3% | -30.5% | -15.4% |
| All | +1.8% | +32.1% | -30.3% | -15.4% |
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