-54.1%
GTLB vs EAT
+311.5%
-365.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -0.7% | -4.0% | +3.2% | +0.8% |
| 30D | -10.2% | -2.9% | -7.3% | -9.7% |
| 3M | +10.1% | -16.9% | +27.0% | +16.5% |
| 6M | +116.5% | +57.0% | +59.5% | +73.2% |
| YTD | +27.2% | +38.2% | -11.0% | +4.0% |
| 1Y | +8.6% | +69.3% | -60.7% | -20.0% |
| 3Y | +5.6% | +483.0% | -477.4% | -67.4% |
| 5Y | -61.8% | +364.1% | -426.0% | -87.8% |
| All | -54.1% | +311.5% | -365.5% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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