-54.6%
GTLB vs EL
-65.4%
+10.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.4% |
| 7D | +4.6% | +1.7% | +2.9% | +3.9% |
| 30D | +21.0% | +15.5% | +5.5% | +12.6% |
| 3M | +51.7% | +20.6% | +31.2% | +38.4% |
| 6M | +89.3% | +10.5% | +78.8% | +76.4% |
| YTD | +25.6% | -1.9% | +27.5% | +21.4% |
| 1Y | -1.5% | +16.1% | -17.6% | -14.1% |
| 3Y | -9.9% | -30.2% | +20.3% | -2.5% |
| All | -54.6% | -65.4% | +10.8% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling