-52.0%
GTLB vs FIVE
+38.0%
-90.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | -1.2% |
| 7D | +11.1% | +4.3% | +6.8% | +9.0% |
| 30D | +37.8% | +12.5% | +25.3% | +30.1% |
| 3M | +61.6% | +31.2% | +30.3% | +41.5% |
| 6M | +98.9% | +14.4% | +84.6% | +81.8% |
| YTD | +32.8% | +33.9% | -1.1% | +12.0% |
| 1Y | +14.7% | +65.1% | -50.4% | -14.1% |
| 3Y | +1.3% | +49.0% | -47.6% | -25.5% |
| All | -52.0% | +38.0% | -90.1% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling