-54.1%
GTLB vs EL
-62.0%
+8.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.4% |
| 7D | -0.7% | +1.5% | -2.3% | -1.5% |
| 30D | -10.2% | +10.0% | -20.2% | -14.1% |
| 3M | +10.1% | +28.4% | -18.3% | -2.7% |
| 6M | +116.5% | +37.1% | +79.4% | +84.0% |
| YTD | +27.2% | +7.8% | +19.4% | +17.3% |
| 1Y | +8.6% | +26.0% | -17.5% | -8.1% |
| 3Y | +5.6% | +3.8% | +1.8% | -15.6% |
| 5Y | -61.8% | -65.2% | +3.4% | -15.3% |
| All | -54.1% | -62.0% | +8.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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