-55.4%
GTLB vs FRSH
-71.4%
+16.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.8% |
| 7D | -6.6% | -9.6% | +3.0% | -0.1% |
| 30D | +13.7% | -0.4% | +14.2% | +13.9% |
| 3M | +52.9% | +27.2% | +25.7% | +29.5% |
| 6M | +88.5% | +42.2% | +46.3% | +49.3% |
| YTD | +23.4% | -2.6% | +26.1% | +23.9% |
| 1Y | -3.8% | -10.2% | +6.3% | +0.9% |
| 3Y | -11.5% | -45.5% | +34.0% | +22.9% |
| All | -55.4% | -71.4% | +16.0% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling