-31.1%
GTLB vs AS
+120.4%
-151.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | -0.1% |
| 7D | +11.1% | -4.9% | +15.9% | +12.8% |
| 30D | +37.8% | -19.6% | +57.4% | +47.6% |
| 3M | +61.6% | -14.4% | +76.0% | +69.0% |
| 6M | +98.9% | -20.1% | +119.0% | +110.7% |
| YTD | +32.8% | -20.9% | +53.7% | +40.7% |
| 1Y | +14.7% | -21.9% | +36.5% | +21.2% |
| All | -31.1% | +120.4% | -151.5% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling