-10.5%
GTLB vs FGI
-70.4%
+59.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.5% | +0.8% |
| 7D | +11.1% | +0.5% | +10.5% | +11.0% |
| 30D | +37.8% | +65.4% | -27.6% | +32.5% |
| 3M | +61.6% | +23.5% | +38.1% | +56.6% |
| 6M | +98.9% | +60.5% | +38.4% | +86.8% |
| YTD | +32.8% | +30.0% | +2.8% | +25.8% |
| 1Y | +14.7% | +82.1% | -67.4% | +2.7% |
| 3Y | +1.3% | -4.4% | +5.7% | -7.7% |
| All | -10.5% | -70.4% | +59.8% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling