+12.6%
GTLB vs EFV
+25.8%
-13.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | +0.3% |
| 7D | -9.7% | +2.9% | -12.5% | -9.4% |
| 30D | +1.7% | +3.6% | -1.9% | +2.0% |
| 3M | +43.6% | -0.1% | +43.7% | +43.9% |
| 6M | +113.0% | +9.6% | +103.4% | +113.4% |
| YTD | +39.5% | +17.0% | +22.6% | +32.7% |
| 1Y | +12.6% | +25.7% | -13.0% | +3.3% |
| All | +12.6% | +25.8% | -13.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling