-54.6%
GTLB vs FIVE
+38.9%
-93.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.6% | -7.6% | -4.4% |
| 7D | -9.6% | +6.2% | -15.8% | -12.1% |
| 30D | -14.5% | +18.2% | -32.6% | -20.7% |
| 3M | +20.9% | +3.8% | +17.1% | +17.6% |
| 6M | +81.4% | +13.7% | +67.6% | +67.5% |
| YTD | +25.6% | +34.7% | -9.2% | +5.0% |
| 1Y | +3.4% | +66.6% | -63.2% | -22.5% |
| 3Y | +8.9% | +44.3% | -35.4% | -17.3% |
| 5Y | -64.0% | +18.8% | -82.7% | -66.8% |
| All | -54.6% | +38.9% | -93.5% | -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