-3.5%
GTLB vs ESI
+34.0%
-37.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +1.9% |
| 7D | -4.1% | -2.3% | -1.8% | -4.2% |
| 30D | +12.3% | -9.0% | +21.4% | +11.9% |
| 3M | +65.9% | -13.3% | +79.2% | +63.3% |
| 6M | +104.0% | +5.3% | +98.7% | +91.9% |
| YTD | +26.0% | +37.6% | -11.6% | +8.9% |
| 1Y | -3.5% | +33.6% | -37.1% | -13.5% |
| All | -3.5% | +34.0% | -37.5% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling