-54.6%
GTLB vs FFIV
+93.9%
-148.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.2% |
| 7D | +4.6% | -1.5% | +6.1% | +5.8% |
| 30D | +21.0% | -2.7% | +23.6% | +23.0% |
| 3M | +51.7% | -1.7% | +53.4% | +51.8% |
| 6M | +89.3% | +36.1% | +53.2% | +41.8% |
| YTD | +25.6% | +52.6% | -27.0% | -15.8% |
| 1Y | -1.5% | +21.5% | -23.1% | -21.8% |
| 3Y | -9.9% | +142.7% | -152.6% | -67.8% |
| All | -54.6% | +93.9% | -148.5% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling