-61.1%
GTLB vs GAP
+5.8%
-67.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.0% |
| 7D | -9.6% | -9.3% | -0.3% | -7.1% |
| 30D | -15.5% | -5.5% | -10.0% | -14.3% |
| 3M | +12.4% | +3.5% | +8.9% | +10.3% |
| 6M | +84.6% | +0.7% | +83.9% | +80.0% |
| YTD | +26.1% | -13.4% | +39.4% | +26.6% |
| 1Y | +1.7% | -7.7% | +9.4% | -0.6% |
| 3Y | +6.1% | +74.4% | -68.3% | -31.9% |
| 5Y | -61.1% | +5.3% | -66.5% | -77.5% |
| All | -61.1% | +5.8% | -67.0% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling