-55.4%
GTLB vs FIVE
+35.2%
-90.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.5% |
| 7D | -6.6% | +1.7% | -8.2% | -7.3% |
| 30D | +13.7% | +5.0% | +8.8% | +10.8% |
| 3M | +52.9% | +29.5% | +23.4% | +34.7% |
| 6M | +88.5% | +12.4% | +76.1% | +73.6% |
| YTD | +23.4% | +31.2% | -7.7% | +5.0% |
| 1Y | -3.8% | +72.9% | -76.7% | -29.6% |
| 3Y | -11.5% | +53.0% | -64.5% | -37.3% |
| All | -55.4% | +35.2% | -90.6% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling