-12.9%
GTLB vs GGLL
+328.4%
-341.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +4.6% | +1.9% | +2.7% | +4.0% |
| 30D | +21.0% | -9.7% | +30.7% | +24.3% |
| 3M | +51.7% | -18.0% | +69.7% | +58.3% |
| 6M | +89.3% | +15.3% | +74.0% | +71.8% |
| YTD | +25.6% | +2.2% | +23.4% | +18.1% |
| 1Y | -1.5% | +73.1% | -74.6% | -25.7% |
| 3Y | -9.9% | +242.7% | -252.6% | -56.9% |
| All | -12.9% | +328.4% | -341.3% | -66.3% |
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