-52.0%
GTLB vs EAT
+377.6%
-429.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +11.1% | 0.0% | +11.0% | +10.9% |
| 30D | +37.8% | +1.9% | +35.9% | +35.2% |
| 3M | +61.6% | +68.7% | -7.1% | +27.9% |
| 6M | +98.9% | +66.9% | +32.0% | +53.4% |
| YTD | +32.8% | +60.4% | -27.6% | +3.6% |
| 1Y | +14.7% | +44.0% | -29.3% | -7.3% |
| 3Y | +1.3% | +604.7% | -603.3% | -71.2% |
| All | -52.0% | +377.6% | -429.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling