-3.5%
GTLB vs EL
+11.6%
-15.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.5% |
| 7D | -4.1% | -4.4% | +0.3% | -3.2% |
| 30D | +12.3% | +10.3% | +2.1% | +10.2% |
| 3M | +65.9% | +13.4% | +52.5% | +61.9% |
| 6M | +104.0% | +3.1% | +100.9% | +99.9% |
| YTD | +26.0% | -6.9% | +32.9% | +26.3% |
| 1Y | -3.5% | +11.9% | -15.4% | -8.8% |
| All | -3.5% | +11.6% | -15.1% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling