-55.4%
GTLB vs BR
+5.8%
-61.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.4% |
| 7D | -6.6% | -5.0% | -1.6% | -1.9% |
| 30D | +13.7% | -2.5% | +16.2% | +16.2% |
| 3M | +52.9% | +13.5% | +39.4% | +33.5% |
| 6M | +88.5% | -9.4% | +97.9% | +106.6% |
| YTD | +23.4% | -23.3% | +46.7% | +59.3% |
| 1Y | -3.8% | -31.6% | +27.8% | +39.0% |
| 3Y | -11.5% | -5.1% | -6.4% | -16.4% |
| All | -55.4% | +5.8% | -61.2% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling