-54.1%
GTLB vs GAP
+13.9%
-68.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -0.7% | -1.9% | +1.2% | -0.3% |
| 30D | -10.2% | -7.1% | -3.2% | -8.6% |
| 3M | +10.1% | +4.1% | +6.0% | +7.9% |
| 6M | +116.5% | +1.9% | +114.5% | +110.3% |
| YTD | +27.2% | -15.2% | +42.4% | +28.5% |
| 1Y | +8.6% | -10.6% | +19.2% | +7.2% |
| 3Y | +5.6% | +74.6% | -69.0% | -31.1% |
| 5Y | -61.8% | +3.7% | -65.5% | -78.4% |
| All | -54.1% | +13.9% | -68.0% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling