-54.8%
GTLB vs BTG
+63.2%
-118.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -5.7% | -3.8% | -1.9% | -5.1% |
| 30D | +15.1% | +3.6% | +11.5% | +14.3% |
| 3M | +65.5% | +32.0% | +33.4% | +56.7% |
| 6M | +102.9% | +3.4% | +99.5% | +98.6% |
| YTD | +25.2% | +20.8% | +4.4% | +17.5% |
| 1Y | -5.5% | +22.4% | -27.9% | -12.5% |
| 3Y | -10.9% | +91.7% | -102.6% | -28.5% |
| All | -54.8% | +63.2% | -118.0% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling