-54.5%
GTLB vs USFR
+20.5%
-75.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +12.3% | +0.3% | +12.0% | +12.2% |
| 3M | +65.9% | +1.0% | +64.9% | +64.8% |
| 6M | +104.0% | +1.9% | +102.0% | +102.0% |
| YTD | +26.0% | +2.7% | +23.4% | +24.4% |
| 1Y | -3.5% | +4.0% | -7.5% | -5.4% |
| 3Y | -9.6% | +14.1% | -23.7% | -13.8% |
| All | -54.5% | +20.5% | -75.0% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling