-54.5%
GTLB vs BG
+68.3%
-122.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.1% |
| 7D | -4.1% | +3.7% | -7.8% | -4.1% |
| 30D | +12.3% | +12.3% | 0.0% | +12.2% |
| 3M | +65.9% | -2.2% | +68.1% | +66.3% |
| 6M | +104.0% | +5.3% | +98.6% | +103.9% |
| YTD | +26.0% | +42.4% | -16.4% | +24.5% |
| 1Y | -3.5% | +55.2% | -58.7% | -5.1% |
| 3Y | -9.6% | +21.0% | -30.6% | -10.3% |
| All | -54.5% | +68.3% | -122.8% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling