+12.6%
GTLB vs FTV
+37.8%
-25.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | -9.7% | +6.6% | -16.3% | -10.2% |
| 30D | +1.7% | +19.1% | -17.4% | -0.2% |
| 3M | +43.6% | +13.1% | +30.5% | +41.8% |
| 6M | +113.0% | +14.0% | +99.0% | +109.7% |
| YTD | +39.5% | +24.2% | +15.4% | +35.8% |
| 1Y | +12.6% | +36.4% | -23.7% | +9.4% |
| All | +12.6% | +37.8% | -25.2% | +9.4% |
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