-54.8%
GTLB vs EFV
+98.7%
-153.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -2.0% |
| 7D | -5.7% | -0.8% | -4.9% | -4.7% |
| 30D | +15.1% | +0.6% | +14.5% | +14.2% |
| 3M | +65.5% | +7.5% | +57.9% | +50.5% |
| 6M | +102.9% | +13.0% | +89.9% | +69.9% |
| YTD | +25.2% | +18.3% | +6.9% | -2.9% |
| 1Y | -5.5% | +26.7% | -32.3% | -33.9% |
| 3Y | -10.9% | +89.6% | -100.5% | -67.3% |
| All | -54.8% | +98.7% | -153.5% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling