-1.5%
GTLB vs FGI
+93.1%
-94.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.4% |
| 7D | +4.6% | +5.2% | -0.6% | +4.4% |
| 30D | +21.0% | +65.2% | -44.2% | +18.6% |
| 3M | +51.7% | +30.2% | +21.5% | +49.0% |
| 6M | +89.3% | +87.8% | +1.5% | +84.1% |
| YTD | +25.6% | +32.5% | -6.8% | +22.9% |
| 1Y | -1.5% | +93.6% | -95.1% | -4.8% |
| All | -1.5% | +93.1% | -94.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling