-54.5%
GTLB vs ESI
+59.3%
-113.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +1.1% |
| 7D | -3.5% | +8.3% | -11.8% | -7.8% |
| 30D | -9.0% | -10.4% | +1.4% | -4.1% |
| 3M | +15.9% | -13.2% | +29.0% | +22.7% |
| 6M | +104.9% | -23.9% | +128.7% | +124.5% |
| YTD | +26.0% | +34.2% | -8.2% | -15.1% |
| 1Y | +1.8% | +22.2% | -20.4% | -26.6% |
| 3Y | +6.0% | +79.2% | -73.2% | -50.5% |
| 5Y | -62.2% | +38.1% | -100.3% | -78.5% |
| All | -54.5% | +59.3% | -113.8% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling