+5.6%
GTLB vs EAT
+476.7%
-471.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -0.7% | -4.0% | +3.2% | -0.1% |
| 30D | -10.2% | -2.9% | -7.3% | -9.9% |
| 3M | +10.1% | -16.9% | +27.0% | +13.1% |
| 6M | +116.5% | +57.0% | +59.5% | +94.6% |
| YTD | +27.2% | +38.2% | -11.0% | +15.7% |
| 1Y | +8.6% | +69.3% | -60.7% | -6.4% |
| 3Y | +5.6% | +483.0% | -477.4% | -42.0% |
| All | +5.6% | +476.7% | -471.1% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling