-54.8%
GTLB vs USFR
+20.6%
-75.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | +15.1% | +0.4% | +14.8% | +15.0% |
| 3M | +65.5% | +1.0% | +64.4% | +64.3% |
| 6M | +102.9% | +2.0% | +100.9% | +100.9% |
| YTD | +25.2% | +2.8% | +22.5% | +23.6% |
| 1Y | -5.5% | +4.1% | -9.6% | -7.4% |
| 3Y | -10.9% | +14.1% | -25.0% | -15.0% |
| All | -54.8% | +20.6% | -75.4% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling