+2.0%
GTLB vs FIVE
+63.1%
-61.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.6% | -7.6% | -2.3% |
| 7D | -9.6% | +6.2% | -15.8% | -9.8% |
| 30D | -14.5% | +18.2% | -32.6% | -14.9% |
| 3M | +20.9% | +3.8% | +17.1% | +20.4% |
| 6M | +81.4% | +13.7% | +67.6% | +80.8% |
| YTD | +25.6% | +34.7% | -9.2% | +27.1% |
| All | +2.0% | +63.1% | -61.1% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling