-54.8%
GTLB vs GFI
+445.6%
-500.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -5.7% | -4.9% | -0.8% | -5.3% |
| 30D | +15.1% | +10.7% | +4.4% | +14.0% |
| 3M | +65.5% | +25.6% | +39.8% | +61.7% |
| 6M | +102.9% | -8.3% | +111.1% | +102.7% |
| YTD | +25.2% | +6.3% | +18.9% | +22.2% |
| 1Y | -5.5% | +22.1% | -27.6% | -9.6% |
| 3Y | -10.9% | +289.2% | -300.1% | -28.8% |
| All | -54.8% | +445.6% | -500.4% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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