-60.1%
GTLB vs FLR
+112.0%
-172.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.0% | +1.3% |
| 7D | -0.7% | +5.4% | -6.1% | -2.5% |
| 30D | -10.2% | +2.8% | -13.0% | -11.2% |
| 3M | +10.1% | -6.4% | +16.5% | +11.6% |
| 6M | +116.5% | +8.8% | +107.7% | +105.0% |
| YTD | +27.2% | +23.6% | +3.6% | +12.0% |
| 1Y | +8.6% | +13.8% | -5.2% | -1.8% |
| 3Y | +5.6% | +36.5% | -30.9% | -20.6% |
| All | -60.1% | +112.0% | -172.1% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling