-55.1%
GTLB vs CAPR
+113.7%
-168.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.9% | +9.0% | -1.1% |
| 7D | -10.9% | +7.6% | -18.5% | -10.8% |
| 30D | -15.3% | +13.3% | -28.6% | -15.1% |
| 3M | +14.6% | +130.4% | -115.8% | +16.0% |
| 6M | +79.6% | -70.8% | +150.4% | +79.0% |
| YTD | +24.3% | -69.3% | +93.6% | +24.1% |
| 1Y | +1.0% | +59.5% | -58.5% | +3.6% |
| 3Y | +4.6% | +216.8% | -212.2% | -13.5% |
| 5Y | -63.7% | +152.7% | -216.4% | -73.5% |
| All | -55.1% | +113.7% | -168.8% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling