+12.6%
GTLB vs AS
+3.3%
+9.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.4% |
| 7D | -9.7% | +13.8% | -23.4% | -10.8% |
| 30D | +1.7% | +16.7% | -15.0% | +0.1% |
| 3M | +43.6% | -11.5% | +55.1% | +47.1% |
| 6M | +113.0% | -5.5% | +118.5% | +115.1% |
| YTD | +39.5% | -14.2% | +53.7% | +43.5% |
| 1Y | +12.6% | +2.1% | +10.6% | +7.9% |
| All | +12.6% | +3.3% | +9.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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