-54.8%
GTLB vs BRKR
-28.4%
-26.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.5% |
| 7D | -5.7% | -8.7% | +3.0% | -1.7% |
| 30D | +15.1% | -9.9% | +25.0% | +20.8% |
| 3M | +65.5% | -3.1% | +68.5% | +60.9% |
| 6M | +102.9% | +45.5% | +57.4% | +54.3% |
| YTD | +25.2% | +13.7% | +11.5% | +7.9% |
| 1Y | -5.5% | +67.4% | -73.0% | -37.4% |
| 3Y | -10.9% | -13.2% | +2.3% | -21.7% |
| All | -54.8% | -28.4% | -26.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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