+98.0%
GTLB vs ES
+4.1%
+93.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -3.3% |
| 7D | -11.1% | +1.9% | -13.0% | -10.1% |
| 30D | -7.5% | +7.1% | -14.6% | -4.2% |
| 3M | +34.8% | -1.9% | +36.7% | +32.6% |
| 6M | +98.0% | +4.4% | +93.6% | +116.3% |
| All | +98.0% | +4.1% | +93.9% | +116.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling