-30.0%
GLXY vs GTLB
-9.0%
-21.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.4% | +11.8% | +12.9% |
| 7D | +14.3% | -9.6% | +24.0% | +16.6% |
| 30D | -19.6% | -15.5% | -4.1% | -16.8% |
| 3M | -20.7% | +12.4% | -33.0% | -21.8% |
| 6M | -49.6% | +84.6% | -134.1% | -55.0% |
| YTD | -28.6% | +26.1% | -54.7% | -28.0% |
| 1Y | -48.0% | +1.7% | -49.7% | -43.8% |
| All | -30.0% | -9.0% | -21.0% | -23.2% |
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