+4.6%
GTLB vs FFIV
+102.8%
-98.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -10.9% | -4.2% | -6.7% | -9.2% |
| 30D | -15.3% | -33.9% | +18.6% | 0.0% |
| 3M | +14.6% | -22.6% | +37.2% | +24.0% |
| 6M | +79.6% | -10.4% | +90.0% | +78.3% |
| YTD | +24.3% | +24.3% | 0.0% | +2.9% |
| 1Y | +1.0% | +31.8% | -30.8% | -19.2% |
| 3Y | +4.6% | +99.5% | -94.9% | -31.6% |
| All | +4.6% | +102.8% | -98.2% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling