-54.8%
GTLB vs FRSH
-71.5%
+16.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.8% |
| 7D | -5.7% | -6.6% | +0.9% | -1.2% |
| 30D | +15.1% | +2.1% | +13.0% | +13.3% |
| 3M | +65.5% | +29.0% | +36.5% | +38.9% |
| 6M | +102.9% | +48.6% | +54.3% | +56.0% |
| YTD | +25.2% | -2.9% | +28.1% | +25.9% |
| 1Y | -5.5% | -7.9% | +2.4% | -2.4% |
| 3Y | -10.9% | -46.5% | +35.6% | +25.3% |
| All | -54.8% | -71.5% | +16.7% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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