-63.3%
GTLB vs ES
+1.4%
-64.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.5% |
| 7D | -11.1% | +1.9% | -13.0% | -11.3% |
| 30D | -7.5% | +7.1% | -14.6% | -8.3% |
| 3M | +34.8% | -1.9% | +36.7% | +35.0% |
| 6M | +98.0% | +4.4% | +93.6% | +96.3% |
| YTD | +28.1% | +7.3% | +20.8% | +25.8% |
| 1Y | +5.6% | +2.1% | +3.4% | +4.5% |
| 3Y | +15.9% | +41.8% | -25.9% | +3.2% |
| All | -63.3% | +1.4% | -64.7% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling