-12.1%
GTLB vs USFR
+14.0%
-26.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -6.6% | +0.1% | -6.6% | -6.7% |
| 30D | +13.7% | +0.3% | +13.5% | +13.0% |
| 3M | +52.9% | +1.0% | +51.9% | +48.6% |
| 6M | +88.5% | +1.9% | +86.5% | +78.9% |
| YTD | +23.4% | +2.7% | +20.8% | +14.9% |
| 1Y | -3.8% | +4.0% | -7.8% | -13.7% |
| All | -12.1% | +14.0% | -26.2% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling