-10.3%
GTLB vs ET
+97.8%
-108.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -4.1% | +1.4% | -5.4% | -4.6% |
| 30D | +12.3% | +4.6% | +7.8% | +10.2% |
| 3M | +65.9% | +16.0% | +49.9% | +55.1% |
| 6M | +104.0% | +22.8% | +81.2% | +83.7% |
| YTD | +26.0% | +38.9% | -12.8% | +6.2% |
| 1Y | -3.5% | +34.1% | -37.6% | -17.3% |
| All | -10.3% | +97.8% | -108.1% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling