-52.0%
GTLB vs FTV
+7.6%
-59.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +2.0% |
| 7D | +11.1% | -4.5% | +15.5% | +15.8% |
| 30D | +37.8% | -7.1% | +44.9% | +47.4% |
| 3M | +61.6% | -7.2% | +68.7% | +70.3% |
| 6M | +98.9% | -1.5% | +100.4% | +94.4% |
| YTD | +32.8% | +3.5% | +29.3% | +20.5% |
| 1Y | +14.7% | +20.3% | -5.7% | -13.4% |
| 3Y | +1.3% | -3.1% | +4.5% | -2.7% |
| All | -52.0% | +7.6% | -59.7% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling