-54.6%
GTLB vs CAPR
+137.3%
-192.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.4% | -11.5% | -1.9% |
| 7D | -9.6% | +36.0% | -45.6% | -9.3% |
| 30D | -14.5% | +25.8% | -40.3% | -14.2% |
| 3M | +20.9% | +140.8% | -119.9% | +22.5% |
| 6M | +81.4% | -67.6% | +148.9% | +81.0% |
| YTD | +25.6% | -65.9% | +91.4% | +25.4% |
| 1Y | +3.4% | +66.1% | -62.7% | +6.7% |
| 3Y | +8.9% | +256.9% | -248.0% | -10.0% |
| 5Y | -64.0% | +172.1% | -236.1% | -74.2% |
| All | -54.6% | +137.3% | -192.0% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling