-10.3%
GTLB vs FLR
+52.3%
-62.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.6% |
| 7D | -4.1% | -6.9% | +2.8% | -2.6% |
| 30D | +12.3% | +1.1% | +11.2% | +11.9% |
| 3M | +65.9% | +14.3% | +51.6% | +59.1% |
| 6M | +104.0% | +19.1% | +84.9% | +89.4% |
| YTD | +26.0% | +35.1% | -9.1% | +12.3% |
| 1Y | -3.5% | +29.5% | -33.0% | -13.8% |
| All | -10.3% | +52.3% | -62.6% | -31.0% |
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