-54.5%
GTLB vs COO
-38.3%
-16.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | -3.5% | -2.1% | -1.4% | -2.2% |
| 30D | -9.0% | +13.9% | -22.9% | -17.2% |
| 3M | +15.9% | -18.9% | +34.8% | +31.8% |
| 6M | +104.9% | +3.7% | +101.1% | +92.2% |
| YTD | +26.0% | -24.1% | +50.1% | +49.6% |
| 1Y | +1.8% | -14.2% | +16.0% | +8.4% |
| 3Y | +6.0% | -24.5% | +30.4% | +11.8% |
| 5Y | -62.2% | -40.4% | -21.7% | -41.7% |
| All | -54.5% | -38.3% | -16.2% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling