+4.6%
GTLB vs FGI
+12.3%
-7.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.2% |
| 7D | -3.5% | +13.5% | -17.0% | -3.7% |
| 30D | -9.0% | +17.1% | -26.1% | -9.3% |
| 3M | +15.9% | +78.0% | -62.2% | +13.6% |
| 6M | +104.9% | +46.4% | +58.4% | +100.9% |
| YTD | +26.0% | +47.7% | -21.7% | +23.3% |
| 1Y | +1.8% | +56.8% | -55.0% | -0.7% |
| All | +4.6% | +12.3% | -7.7% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling