-10.3%
GTLB vs AGI
+204.0%
-214.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.4% |
| 7D | -4.1% | -5.3% | +1.2% | -3.5% |
| 30D | +12.3% | +6.8% | +5.6% | +11.5% |
| 3M | +65.9% | +8.3% | +57.6% | +64.3% |
| 6M | +104.0% | -29.2% | +133.2% | +109.9% |
| YTD | +26.0% | -7.3% | +33.3% | +24.2% |
| 1Y | -3.5% | +8.0% | -11.5% | -7.0% |
| All | -10.3% | +204.0% | -214.3% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling