-3.8%
GTLB vs GGLL
+64.8%
-68.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.3% |
| 7D | -6.6% | -3.9% | -2.7% | -6.3% |
| 30D | +13.7% | -15.4% | +29.1% | +15.3% |
| 3M | +52.9% | -21.9% | +74.8% | +55.0% |
| 6M | +88.5% | +4.5% | +84.0% | +83.4% |
| YTD | +23.4% | -2.4% | +25.9% | +21.8% |
| 1Y | -3.8% | +57.8% | -61.6% | -8.8% |
| All | -3.8% | +64.8% | -68.6% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling