-54.8%
GTLB vs BEN
+45.0%
-99.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -5.7% | -3.1% | -2.6% | -3.4% |
| 30D | +15.1% | +0.2% | +15.0% | +14.7% |
| 3M | +65.5% | +6.8% | +58.6% | +55.5% |
| 6M | +102.9% | +38.1% | +64.8% | +52.5% |
| YTD | +25.2% | +44.3% | -19.1% | -9.5% |
| 1Y | -5.5% | +42.6% | -48.1% | -31.7% |
| 3Y | -10.9% | +52.3% | -63.2% | -43.1% |
| All | -54.8% | +45.0% | -99.7% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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