-54.8%
GTLB vs GAP
+15.4%
-70.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -1.4% |
| 7D | -5.7% | -4.1% | -1.6% | -4.7% |
| 30D | +15.1% | +6.2% | +8.9% | +12.7% |
| 3M | +65.5% | -0.7% | +66.1% | +64.7% |
| 6M | +102.9% | -7.1% | +110.0% | +101.8% |
| YTD | +25.2% | -14.1% | +39.3% | +26.5% |
| 1Y | -5.5% | -8.5% | +3.0% | -7.5% |
| 3Y | -10.9% | +115.4% | -126.2% | -48.2% |
| All | -54.8% | +15.4% | -70.2% | -72.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling