+4.6%
GTLB vs A
+63.6%
-59.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.9% |
| 7D | -3.5% | +0.7% | -4.2% | -3.9% |
| 30D | -9.0% | +0.8% | -9.8% | -9.3% |
| 3M | +15.9% | +16.9% | -1.0% | +7.6% |
| 6M | +104.9% | +53.8% | +51.1% | +66.1% |
| YTD | +26.0% | +28.1% | -2.1% | +11.4% |
| 1Y | +1.8% | +15.0% | -13.3% | -5.0% |
| All | +4.6% | +63.6% | -59.0% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling