-52.0%
GTLB vs A
+3.0%
-55.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.6% |
| 7D | +11.1% | -1.9% | +13.0% | +12.8% |
| 30D | +37.8% | +6.9% | +30.9% | +31.3% |
| 3M | +61.6% | +9.2% | +52.3% | +50.3% |
| 6M | +98.9% | +25.7% | +73.2% | +63.4% |
| YTD | +32.8% | +11.5% | +21.2% | +19.6% |
| 1Y | +14.7% | +18.4% | -3.7% | -3.6% |
| 3Y | +1.3% | +26.6% | -25.3% | -26.4% |
| All | -52.0% | +3.0% | -55.0% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling