-54.5%
GTLB vs GFI
+452.6%
-507.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.3% |
| 7D | -4.1% | -5.1% | +1.1% | -3.6% |
| 30D | +12.3% | +13.4% | -1.1% | +10.9% |
| 3M | +65.9% | +36.2% | +29.7% | +60.9% |
| 6M | +104.0% | -9.8% | +113.8% | +104.2% |
| YTD | +26.0% | +7.7% | +18.4% | +22.9% |
| 1Y | -3.5% | +27.2% | -30.7% | -8.1% |
| 3Y | -9.6% | +300.3% | -309.9% | -28.0% |
| All | -54.5% | +452.6% | -507.1% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling