-54.6%
GTLB vs EFV
+99.0%
-153.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.5% |
| 7D | +4.6% | +1.0% | +3.6% | +3.4% |
| 30D | +21.0% | +0.2% | +20.8% | +20.7% |
| 3M | +51.7% | +9.6% | +42.1% | +34.6% |
| 6M | +89.3% | +14.0% | +75.2% | +56.5% |
| YTD | +25.6% | +18.5% | +7.2% | -2.7% |
| 1Y | -1.5% | +27.9% | -29.4% | -32.0% |
| 3Y | -9.9% | +92.4% | -102.4% | -67.8% |
| All | -54.6% | +99.0% | -153.6% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling