-52.0%
GTLB vs FFIV
+94.3%
-146.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +11.1% | -1.0% | +12.0% | +11.9% |
| 30D | +37.8% | -5.1% | +42.9% | +42.7% |
| 3M | +61.6% | -4.5% | +66.0% | +65.4% |
| 6M | +98.9% | +36.5% | +62.5% | +48.6% |
| YTD | +32.8% | +53.0% | -20.2% | -11.2% |
| 1Y | +14.7% | +24.2% | -9.6% | -10.9% |
| 3Y | +1.3% | +137.2% | -135.9% | -62.8% |
| All | -52.0% | +94.3% | -146.4% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling