-54.1%
GTLB vs A
+18.9%
-73.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.6% |
| 7D | -0.7% | -0.5% | -0.3% | -0.6% |
| 30D | -10.2% | 0.0% | -10.2% | -10.2% |
| 3M | +10.1% | +16.7% | -6.6% | -2.5% |
| 6M | +116.5% | +54.8% | +61.6% | +52.1% |
| YTD | +27.2% | +28.8% | -1.6% | +2.3% |
| 1Y | +8.6% | +19.3% | -10.8% | -7.4% |
| 3Y | +5.6% | +65.5% | -60.0% | -40.2% |
| 5Y | -61.8% | +12.1% | -73.9% | -65.2% |
| All | -54.1% | +18.9% | -73.0% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling