-12.1%
GTLB vs ESI
+81.4%
-93.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.4% |
| 7D | -6.6% | +3.9% | -10.5% | -7.7% |
| 30D | +13.7% | -3.8% | +17.5% | +14.9% |
| 3M | +52.9% | -13.1% | +66.0% | +56.4% |
| 6M | +88.5% | +11.3% | +77.1% | +66.2% |
| YTD | +23.4% | +44.1% | -20.7% | -7.8% |
| 1Y | -3.8% | +40.3% | -44.2% | -27.6% |
| All | -12.1% | +81.4% | -93.5% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling