+12.6%
GTLB vs BR
-14.2%
+26.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -1.9% |
| 7D | -9.7% | +7.0% | -16.6% | -13.6% |
| 30D | +1.7% | +19.0% | -17.3% | -10.1% |
| 3M | +43.6% | +13.1% | +30.5% | +31.0% |
| 6M | +113.0% | +24.6% | +88.3% | +80.0% |
| YTD | +39.5% | -13.6% | +53.1% | +32.6% |
| 1Y | +12.6% | -13.1% | +25.7% | +7.3% |
| All | +12.6% | -14.2% | +26.9% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling