-63.3%
GTLB vs FIVE
+14.2%
-77.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -11.1% | -0.3% | -10.8% | -11.0% |
| 30D | -7.5% | +17.7% | -25.2% | -13.9% |
| 3M | +34.8% | +4.0% | +30.8% | +31.3% |
| 6M | +98.0% | +2.6% | +95.4% | +91.2% |
| YTD | +28.1% | +27.6% | +0.6% | +10.1% |
| 1Y | +5.6% | +59.9% | -54.4% | -19.2% |
| 3Y | +15.9% | +35.8% | -19.8% | -8.8% |
| All | -63.3% | +14.2% | -77.4% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling