-55.4%
GTLB vs FLR
+215.5%
-270.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.4% | -0.8% |
| 7D | -6.6% | -3.1% | -3.4% | -5.7% |
| 30D | +13.7% | +4.9% | +8.8% | +11.9% |
| 3M | +52.9% | +10.8% | +42.1% | +46.0% |
| 6M | +88.5% | +19.7% | +68.8% | +71.2% |
| YTD | +23.4% | +38.4% | -14.9% | +5.8% |
| 1Y | -3.8% | +34.7% | -38.5% | -17.8% |
| 3Y | -11.5% | +56.7% | -68.2% | -35.6% |
| All | -55.4% | +215.5% | -270.9% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling