-55.4%
GTLB vs BTG
+67.4%
-122.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | -6.6% | +2.4% | -9.0% | -7.0% |
| 30D | +13.7% | +9.5% | +4.3% | +11.8% |
| 3M | +52.9% | +38.5% | +14.4% | +43.6% |
| 6M | +88.5% | +5.6% | +82.8% | +83.7% |
| YTD | +23.4% | +23.9% | -0.5% | +15.3% |
| 1Y | -3.8% | +32.1% | -36.0% | -12.3% |
| 3Y | -11.5% | +103.2% | -114.7% | -30.0% |
| All | -55.4% | +67.4% | -122.8% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling