-10.9%
GTLB vs BG
+18.0%
-28.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.7% |
| 7D | -5.7% | +3.1% | -8.8% | -5.6% |
| 30D | +15.1% | +10.2% | +4.9% | +15.6% |
| 3M | +65.5% | -1.7% | +67.1% | +65.9% |
| 6M | +102.9% | +1.0% | +101.9% | +103.6% |
| YTD | +25.2% | +39.9% | -14.7% | +25.8% |
| 1Y | -5.5% | +53.2% | -58.8% | -5.2% |
| 3Y | -10.9% | +16.3% | -27.2% | -11.3% |
| All | -10.9% | +18.0% | -28.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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