-54.1%
GTLB vs ES
+1.5%
-55.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.9% |
| 7D | -0.7% | +2.7% | -3.5% | -1.0% |
| 30D | -10.2% | +7.6% | -17.8% | -10.9% |
| 3M | +10.1% | +0.5% | +9.6% | +10.0% |
| 6M | +116.5% | +7.6% | +108.9% | +114.2% |
| YTD | +27.2% | +10.2% | +17.0% | +24.7% |
| 1Y | +8.6% | +1.8% | +6.7% | +7.9% |
| 3Y | +5.6% | +55.4% | -49.8% | -7.4% |
| 5Y | -61.8% | +7.3% | -69.1% | -58.6% |
| All | -54.1% | +1.5% | -55.5% | -52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling