-27.1%
GIS vs GTLB
-50.0%
+22.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -1.7% |
| 7D | -8.3% | +4.6% | -12.8% | -8.2% |
| 30D | +2.2% | +21.0% | -18.8% | +2.6% |
| 3M | +15.7% | +51.7% | -36.0% | +16.9% |
| 6M | -12.0% | +89.3% | -101.2% | -10.4% |
| YTD | -15.0% | +25.6% | -40.6% | -14.4% |
| 1Y | -20.1% | -1.5% | -18.6% | -20.1% |
| 3Y | -34.6% | -9.9% | -24.7% | -34.2% |
| All | -27.1% | -50.0% | +22.8% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling