-55.4%
GTLB vs GAP
+14.6%
-70.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.8% | -0.5% |
| 7D | -6.6% | -3.2% | -3.4% | -5.8% |
| 30D | +13.7% | -0.7% | +14.4% | +13.4% |
| 3M | +52.9% | -0.5% | +53.4% | +52.2% |
| 6M | +88.5% | -5.0% | +93.5% | +86.2% |
| YTD | +23.4% | -14.7% | +38.1% | +25.0% |
| 1Y | -3.8% | -8.6% | +4.8% | -5.8% |
| 3Y | -11.5% | +108.4% | -119.9% | -47.7% |
| All | -55.4% | +14.6% | -70.0% | -73.2% |
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