-54.6%
GTLB vs BG
+67.3%
-122.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.4% | -9.7% | -5.4% |
| 7D | +4.6% | +2.4% | +2.2% | +4.6% |
| 30D | +21.0% | +15.0% | +6.0% | +20.8% |
| 3M | +51.7% | -0.7% | +52.4% | +51.9% |
| 6M | +89.3% | +7.5% | +81.8% | +89.1% |
| YTD | +25.6% | +41.6% | -16.0% | +24.1% |
| 1Y | -1.5% | +50.7% | -52.2% | -3.1% |
| 3Y | -9.9% | +20.3% | -30.2% | -10.6% |
| All | -54.6% | +67.3% | -122.0% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling