-54.5%
GTLB vs AGI
+358.9%
-413.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.7% |
| 7D | -4.1% | -5.3% | +1.2% | -3.1% |
| 30D | +12.3% | +6.8% | +5.6% | +10.8% |
| 3M | +65.9% | +8.3% | +57.6% | +62.5% |
| 6M | +104.0% | -29.2% | +133.2% | +115.3% |
| YTD | +26.0% | -7.3% | +33.3% | +23.6% |
| 1Y | -3.5% | +8.0% | -11.5% | -9.4% |
| 3Y | -9.6% | +206.6% | -216.2% | -39.6% |
| All | -54.5% | +358.9% | -413.4% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling