+14.7%
GTLB vs ES
+16.6%
-1.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +0.9% |
| 7D | +11.1% | +0.3% | +10.8% | +11.2% |
| 30D | +37.8% | -2.0% | +39.8% | +37.1% |
| 3M | +61.6% | +1.7% | +59.9% | +62.5% |
| 6M | +98.9% | -3.5% | +102.5% | +100.1% |
| YTD | +32.8% | +7.9% | +24.9% | +34.9% |
| 1Y | +14.7% | +17.2% | -2.5% | +22.6% |
| All | +14.7% | +16.6% | -1.9% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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