-12.6%
GTLB vs GGLL
+206.6%
-219.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.2% |
| 7D | -9.6% | +2.9% | -12.5% | -10.4% |
| 30D | -15.5% | -33.1% | +17.6% | -6.6% |
| 3M | +12.4% | -31.2% | +43.6% | +22.7% |
| 6M | +84.6% | -49.4% | +133.9% | +115.9% |
| YTD | +26.1% | -26.8% | +52.9% | +28.0% |
| 1Y | +1.7% | -17.7% | +19.4% | -2.3% |
| 3Y | +6.1% | +160.4% | -154.4% | -47.0% |
| All | -12.6% | +206.6% | -219.3% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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