+14.7%
GTLB vs FTV
+21.7%
-7.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.2% |
| 7D | +11.1% | -4.5% | +15.5% | +11.8% |
| 30D | +37.8% | -7.1% | +44.9% | +39.3% |
| 3M | +61.6% | -7.2% | +68.7% | +63.0% |
| 6M | +98.9% | -1.5% | +100.4% | +96.6% |
| YTD | +32.8% | +3.5% | +29.3% | +31.3% |
| 1Y | +14.7% | +20.3% | -5.7% | +8.6% |
| All | +14.7% | +21.7% | -7.0% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling