-61.1%
GTLB vs COO
-41.3%
-19.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.1% |
| 7D | -9.6% | -2.3% | -7.3% | -8.2% |
| 30D | -15.5% | +13.3% | -28.8% | -22.7% |
| 3M | +12.4% | -18.1% | +30.5% | +26.9% |
| 6M | +84.6% | +6.7% | +77.9% | +69.5% |
| YTD | +26.1% | -23.2% | +49.3% | +48.5% |
| 1Y | +1.7% | -12.3% | +14.0% | +6.5% |
| 3Y | +6.1% | -23.6% | +29.6% | +10.9% |
| 5Y | -61.1% | -38.7% | -22.4% | -43.2% |
| All | -61.1% | -41.3% | -19.8% | -43.2% |
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