+14.7%
GTLB vs ET
+31.4%
-16.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +11.1% | +0.9% | +10.2% | +11.2% |
| 30D | +37.8% | +7.5% | +30.3% | +39.9% |
| 3M | +61.6% | +11.4% | +50.2% | +65.1% |
| 6M | +98.9% | +18.5% | +80.4% | +102.0% |
| YTD | +32.8% | +37.4% | -4.6% | +36.4% |
| 1Y | +14.7% | +30.9% | -16.3% | +12.6% |
| All | +14.7% | +31.4% | -16.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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