-55.4%
GTLB vs ESI
+71.1%
-126.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.1% |
| 7D | -6.6% | +3.9% | -10.5% | -8.6% |
| 30D | +13.7% | -3.8% | +17.5% | +15.8% |
| 3M | +52.9% | -13.1% | +66.0% | +59.5% |
| 6M | +88.5% | +11.3% | +77.1% | +56.8% |
| YTD | +23.4% | +44.1% | -20.7% | -18.5% |
| 1Y | -3.8% | +40.3% | -44.2% | -36.2% |
| 3Y | -11.5% | +84.1% | -95.6% | -57.7% |
| All | -55.4% | +71.1% | -126.5% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling