-35.5%
GTLB vs AS
+137.8%
-173.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.4% |
| 7D | -10.9% | +4.5% | -15.4% | -12.1% |
| 30D | -15.3% | +13.2% | -28.5% | -18.8% |
| 3M | +14.6% | -11.9% | +26.5% | +18.7% |
| 6M | +79.6% | -11.6% | +91.2% | +85.2% |
| YTD | +24.3% | -14.7% | +39.0% | +28.1% |
| 1Y | +1.0% | +5.7% | -4.7% | -4.4% |
| All | -35.5% | +137.8% | -173.3% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling