+14.7%
GTLB vs GAP
+1.5%
+13.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +11.1% | -4.5% | +15.5% | +10.9% |
| 30D | +37.8% | +9.0% | +28.8% | +38.2% |
| 3M | +61.6% | +5.0% | +56.6% | +61.1% |
| 6M | +98.9% | -17.8% | +116.7% | +95.4% |
| YTD | +32.8% | -10.4% | +43.2% | +32.0% |
| 1Y | +14.7% | -3.4% | +18.0% | +16.7% |
| All | +14.7% | +1.5% | +13.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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