-30.7%
GIS vs GTLB
-50.1%
+19.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | -6.4% | -5.7% | -0.7% | -6.5% |
| 30D | -6.1% | +15.1% | -21.2% | -5.8% |
| 3M | +7.8% | +65.5% | -57.6% | +9.2% |
| 6M | -8.8% | +102.9% | -111.7% | -6.9% |
| YTD | -19.1% | +25.2% | -44.3% | -18.6% |
| 1Y | -24.8% | -5.5% | -19.2% | -24.8% |
| 3Y | -37.6% | -10.9% | -26.7% | -37.2% |
| All | -30.7% | -50.1% | +19.4% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling