-54.5%
GTLB vs GEN
+30.0%
-84.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.9% |
| 7D | -3.5% | -3.0% | -0.5% | -1.7% |
| 30D | -9.0% | +24.7% | -33.7% | -22.6% |
| 3M | +15.9% | +4.1% | +11.7% | +10.3% |
| 6M | +104.9% | +36.0% | +68.8% | +63.0% |
| YTD | +26.0% | +10.9% | +15.1% | +14.5% |
| 1Y | +1.8% | +12.2% | -10.4% | -8.6% |
| 3Y | +6.0% | +63.3% | -57.3% | -28.9% |
| 5Y | -62.2% | +29.0% | -91.2% | -74.3% |
| All | -54.5% | +30.0% | -84.4% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 all: compounded portfolio wealth divided by compounded GEN 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…
all analysis · Full analysis span regression · 6 months rolling