-10.9%
GTLB vs FLR
+54.2%
-65.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -5.7% | -3.5% | -2.2% | -5.0% |
| 30D | +15.1% | +4.2% | +11.0% | +14.0% |
| 3M | +65.5% | +8.1% | +57.4% | +60.9% |
| 6M | +102.9% | +21.5% | +81.4% | +87.4% |
| YTD | +25.2% | +36.8% | -11.6% | +11.2% |
| 1Y | -5.5% | +31.2% | -36.7% | -15.9% |
| 3Y | -10.9% | +53.9% | -64.8% | -31.6% |
| All | -10.9% | +54.2% | -65.1% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling