-54.8%
GTLB vs AGI
+362.1%
-416.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -5.7% | -2.7% | -3.0% | -5.2% |
| 30D | +15.1% | +7.2% | +7.9% | +13.4% |
| 3M | +65.5% | +4.3% | +61.2% | +63.3% |
| 6M | +102.9% | -27.1% | +130.0% | +112.8% |
| YTD | +25.2% | -6.6% | +31.8% | +22.6% |
| 1Y | -5.5% | +9.5% | -15.0% | -11.6% |
| 3Y | -10.9% | +208.4% | -219.3% | -40.5% |
| All | -54.8% | +362.1% | -416.9% | -73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling