-54.1%
GTLB vs FFIV
+53.9%
-107.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.6% | +2.9% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -10.2% | -32.4% | +22.2% | +15.9% |
| 3M | +10.1% | -25.7% | +35.8% | +29.8% |
| 6M | +116.5% | -13.5% | +130.0% | +121.5% |
| YTD | +27.2% | +21.1% | +6.1% | -4.5% |
| 1Y | +8.6% | +29.4% | -20.9% | -23.7% |
| 3Y | +5.6% | +94.9% | -89.3% | -58.3% |
| 5Y | -61.8% | +34.7% | -96.5% | -78.2% |
| All | -54.1% | +53.9% | -107.9% | -74.6% |
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 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