-54.5%
GTLB vs EFV
+96.6%
-151.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.5% |
| 7D | -4.1% | -2.0% | -2.1% | -1.6% |
| 30D | +12.3% | -0.2% | +12.5% | +12.6% |
| 3M | +65.9% | +9.1% | +56.8% | +47.9% |
| 6M | +104.0% | +11.7% | +92.3% | +73.4% |
| YTD | +26.0% | +17.0% | +9.0% | -0.9% |
| 1Y | -3.5% | +26.7% | -30.2% | -32.6% |
| 3Y | -9.6% | +90.2% | -99.8% | -67.2% |
| All | -54.5% | +96.6% | -151.1% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling