+14.7%
GTLB vs AGI
+17.6%
-2.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | +11.1% | +0.6% | +10.5% | +10.9% |
| 30D | +37.8% | +18.2% | +19.6% | +35.8% |
| 3M | +61.6% | -4.1% | +65.7% | +61.4% |
| 6M | +98.9% | -28.7% | +127.6% | +103.9% |
| YTD | +32.8% | -4.0% | +36.8% | +27.9% |
| 1Y | +14.7% | +17.4% | -2.8% | +9.2% |
| All | +14.7% | +17.6% | -2.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling