-54.8%
GTLB vs COO
-46.5%
-8.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -5.7% | -22.5% | +16.8% | +11.2% |
| 30D | +15.1% | -29.7% | +44.9% | +45.7% |
| 3M | +65.5% | -20.1% | +85.6% | +90.0% |
| 6M | +102.9% | -26.9% | +129.8% | +146.4% |
| YTD | +25.2% | -34.2% | +59.4% | +65.4% |
| 1Y | -5.5% | -21.3% | +15.7% | +6.6% |
| 3Y | -10.9% | -38.7% | +27.8% | +12.8% |
| All | -54.8% | -46.5% | -8.3% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling