-55.4%
GTLB vs ET
+220.5%
-275.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.2% |
| 7D | -6.6% | +0.6% | -7.2% | -6.9% |
| 30D | +13.7% | +5.3% | +8.5% | +10.3% |
| 3M | +52.9% | +15.6% | +37.3% | +39.9% |
| 6M | +88.5% | +20.6% | +67.9% | +66.7% |
| YTD | +23.4% | +38.5% | -15.1% | -0.2% |
| 1Y | -3.8% | +35.7% | -39.5% | -21.5% |
| 3Y | -11.5% | +98.4% | -109.9% | -44.1% |
| All | -55.4% | +220.5% | -275.9% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling