-54.8%
GTLB vs ESI
+64.2%
-119.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -5.7% | -4.6% | -1.1% | -3.3% |
| 30D | +15.1% | -10.5% | +25.7% | +22.0% |
| 3M | +65.5% | -19.8% | +85.3% | +81.5% |
| 6M | +102.9% | +5.8% | +97.1% | +73.9% |
| YTD | +25.2% | +38.3% | -13.1% | -15.5% |
| 1Y | -5.5% | +31.5% | -37.0% | -34.7% |
| 3Y | -10.9% | +80.7% | -91.6% | -57.5% |
| All | -54.8% | +64.2% | -119.0% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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