-62.2%
GTLB vs A
+12.3%
-74.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.5% |
| 7D | -3.5% | +0.7% | -4.2% | -4.2% |
| 30D | -9.0% | +0.8% | -9.8% | -9.5% |
| 3M | +15.9% | +16.9% | -1.0% | +2.5% |
| 6M | +104.9% | +53.8% | +51.1% | +44.9% |
| YTD | +26.0% | +28.1% | -2.1% | +1.9% |
| 1Y | +1.8% | +15.0% | -13.3% | -10.4% |
| 3Y | +6.0% | +63.1% | -57.1% | -39.0% |
| 5Y | -62.2% | +11.5% | -73.6% | -66.5% |
| All | -62.2% | +12.3% | -74.4% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling