-55.1%
GTLB vs FFIV
+57.9%
-113.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -10.9% | -4.2% | -6.7% | -8.1% |
| 30D | -15.3% | -33.9% | +18.6% | +11.2% |
| 3M | +14.6% | -22.6% | +37.2% | +30.8% |
| 6M | +79.6% | -10.4% | +90.0% | +79.0% |
| YTD | +24.3% | +24.3% | 0.0% | -8.3% |
| 1Y | +1.0% | +31.8% | -30.8% | -29.8% |
| 3Y | +4.6% | +99.5% | -94.9% | -59.3% |
| 5Y | -63.7% | +40.7% | -104.5% | -79.8% |
| All | -55.1% | +57.9% | -113.0% | -75.6% |
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