-54.6%
GTLB vs AGI
+368.4%
-423.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.1% |
| 7D | +4.6% | +4.4% | +0.2% | +3.7% |
| 30D | +21.0% | +10.0% | +11.0% | +18.7% |
| 3M | +51.7% | +1.7% | +50.0% | +50.5% |
| 6M | +89.3% | -26.8% | +116.1% | +98.5% |
| YTD | +25.6% | -5.3% | +31.0% | +22.7% |
| 1Y | -1.5% | +11.5% | -13.0% | -8.2% |
| 3Y | -9.9% | +212.9% | -222.9% | -40.0% |
| All | -54.6% | +368.4% | -423.1% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling