-54.8%
GTLB vs A
+0.3%
-55.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.3% | -2.6% |
| 7D | -5.7% | -2.6% | -3.1% | -3.8% |
| 30D | +15.1% | -0.9% | +16.0% | +15.8% |
| 3M | +65.5% | +13.6% | +51.8% | +49.5% |
| 6M | +102.9% | +27.8% | +75.1% | +64.2% |
| YTD | +25.2% | +8.6% | +16.6% | +15.0% |
| 1Y | -5.5% | +16.9% | -22.4% | -19.9% |
| 3Y | -10.9% | +32.9% | -43.8% | -39.3% |
| All | -54.8% | +0.3% | -55.1% | -55.7% |
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