-55.4%
GTLB vs EAT
+346.7%
-402.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.5% |
| 7D | -6.6% | -6.8% | +0.2% | -3.9% |
| 30D | +13.7% | -5.4% | +19.1% | +15.0% |
| 3M | +52.9% | +42.8% | +10.2% | +29.8% |
| 6M | +88.5% | +56.5% | +32.0% | +49.2% |
| YTD | +23.4% | +50.0% | -26.6% | -1.0% |
| 1Y | -3.8% | +38.3% | -42.1% | -21.1% |
| 3Y | -11.5% | +591.6% | -603.1% | -75.0% |
| All | -55.4% | +346.7% | -402.1% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling