-55.4%
GTLB vs FTV
+5.5%
-60.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.6% |
| 7D | -6.6% | -1.3% | -5.3% | -5.5% |
| 30D | +13.7% | -9.5% | +23.3% | +24.7% |
| 3M | +52.9% | -10.9% | +63.8% | +68.0% |
| 6M | +88.5% | -0.6% | +89.1% | +82.2% |
| YTD | +23.4% | +1.4% | +22.0% | +14.2% |
| 1Y | -3.8% | +17.6% | -21.5% | -25.8% |
| 3Y | -11.5% | -3.3% | -8.2% | -15.5% |
| All | -55.4% | +5.5% | -60.9% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling