-52.0%
GTLB vs ESI
+72.2%
-124.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | -0.6% |
| 7D | +11.1% | +3.3% | +7.7% | +9.0% |
| 30D | +37.8% | -5.9% | +43.7% | +41.9% |
| 3M | +61.6% | -14.1% | +75.7% | +69.5% |
| 6M | +98.9% | +6.6% | +92.4% | +70.5% |
| YTD | +32.8% | +45.0% | -12.3% | -12.6% |
| 1Y | +14.7% | +41.5% | -26.8% | -24.3% |
| 3Y | +1.3% | +78.8% | -77.4% | -50.0% |
| All | -52.0% | +72.2% | -124.2% | -73.1% |
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