-54.8%
GTLB vs ET
+218.6%
-273.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.2% |
| 7D | -5.7% | +0.2% | -5.9% | -5.8% |
| 30D | +15.1% | +2.9% | +12.3% | +13.2% |
| 3M | +65.5% | +16.8% | +48.7% | +50.5% |
| 6M | +102.9% | +18.9% | +84.0% | +81.0% |
| YTD | +25.2% | +37.7% | -12.5% | +1.6% |
| 1Y | -5.5% | +32.4% | -38.0% | -21.7% |
| 3Y | -10.9% | +99.5% | -110.4% | -44.0% |
| All | -54.8% | +218.6% | -273.4% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling