-10.9%
GTLB vs BR
-5.3%
-5.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | -5.7% | -3.0% | -2.7% | -3.6% |
| 30D | +15.1% | -0.3% | +15.4% | +15.2% |
| 3M | +65.5% | +17.3% | +48.2% | +46.5% |
| 6M | +102.9% | -6.7% | +109.6% | +110.3% |
| YTD | +25.2% | -23.4% | +48.7% | +47.8% |
| 1Y | -5.5% | -32.7% | +27.1% | +22.1% |
| 3Y | -10.9% | -5.9% | -5.0% | -10.8% |
| All | -10.9% | -5.3% | -5.6% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling