-10.3%
GTLB vs GAP
+103.6%
-113.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.3% |
| 7D | -4.1% | -6.3% | +2.2% | -3.5% |
| 30D | +12.3% | -0.2% | +12.6% | +12.2% |
| 3M | +65.9% | 0.0% | +65.9% | +65.5% |
| 6M | +104.0% | -8.1% | +112.1% | +103.2% |
| YTD | +26.0% | -16.5% | +42.5% | +26.9% |
| 1Y | -3.5% | -10.5% | +7.0% | -4.1% |
| All | -10.3% | +103.6% | -113.9% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling