-54.6%
GTLB vs FIVE
+39.0%
-93.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.7% |
| 7D | +4.6% | +3.7% | +0.9% | +2.8% |
| 30D | +21.0% | +4.0% | +17.0% | +18.2% |
| 3M | +51.7% | +36.2% | +15.5% | +30.6% |
| 6M | +89.3% | +18.0% | +71.3% | +70.5% |
| YTD | +25.6% | +34.9% | -9.3% | +5.6% |
| 1Y | -1.5% | +67.9% | -69.5% | -26.8% |
| 3Y | -9.9% | +57.3% | -67.3% | -36.9% |
| All | -54.6% | +39.0% | -93.7% | -67.3% |
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