-54.6%
GTLB vs COO
-32.8%
-21.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.6% | -3.4% |
| 7D | +4.6% | -2.3% | +6.9% | +6.4% |
| 30D | +21.0% | -8.8% | +29.8% | +29.4% |
| 3M | +51.7% | +1.3% | +50.4% | +49.6% |
| 6M | +89.3% | -11.6% | +100.9% | +105.1% |
| YTD | +25.6% | -17.4% | +43.0% | +43.7% |
| 1Y | -1.5% | -1.6% | +0.1% | -3.4% |
| 3Y | -9.9% | -22.6% | +12.7% | -1.8% |
| All | -54.6% | -32.8% | -21.8% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling