-37.4%
GIS vs GTLB
-10.3%
-27.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.0% |
| 7D | -8.4% | -4.1% | -4.3% | -8.5% |
| 30D | -5.2% | +12.3% | -17.5% | -4.9% |
| 3M | +8.2% | +65.9% | -57.7% | +9.7% |
| 6M | -12.0% | +104.0% | -116.0% | -9.8% |
| YTD | -18.9% | +26.0% | -44.9% | -18.6% |
| 1Y | -23.6% | -3.5% | -20.1% | -24.2% |
| All | -37.4% | -10.3% | -27.0% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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