-34.6%
GTLB vs AS
+131.9%
-166.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +2.2% |
| 7D | -9.6% | -3.0% | -6.6% | -8.8% |
| 30D | -15.5% | +9.6% | -25.1% | -18.2% |
| 3M | +12.4% | -8.2% | +20.6% | +14.9% |
| 6M | +84.6% | -9.9% | +94.5% | +89.0% |
| YTD | +26.1% | -16.8% | +42.9% | +30.8% |
| 1Y | +1.7% | +3.0% | -1.3% | -3.0% |
| All | -34.6% | +131.9% | -166.5% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling