+4.6%
GTLB vs EL
+1.8%
+2.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -3.5% | +2.7% | -6.1% | -4.1% |
| 30D | -9.0% | +10.8% | -19.8% | -11.1% |
| 3M | +15.9% | +26.5% | -10.6% | +9.5% |
| 6M | +104.9% | +31.1% | +73.7% | +91.4% |
| YTD | +26.0% | +6.6% | +19.3% | +21.9% |
| 1Y | +1.8% | +21.8% | -20.0% | -4.8% |
| All | +4.6% | +1.8% | +2.8% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling