+12.6%
GTLB vs COO
-7.7%
+20.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -1.0% |
| 7D | -9.7% | +8.4% | -18.1% | -10.9% |
| 30D | +1.7% | +13.5% | -11.8% | -0.7% |
| 3M | +43.6% | -13.8% | +57.3% | +49.4% |
| 6M | +113.0% | +4.7% | +108.3% | +113.4% |
| YTD | +39.5% | -21.4% | +60.9% | +51.3% |
| 1Y | +12.6% | -6.7% | +19.4% | +21.6% |
| All | +12.6% | -7.7% | +20.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling