-11.2%
GTLB vs GGLL
+188.6%
-199.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | -11.1% | +3.1% | -14.2% | -11.9% |
| 30D | -7.5% | -36.3% | +28.8% | +3.7% |
| 3M | +34.8% | -40.4% | +75.1% | +53.0% |
| 6M | +98.0% | -54.6% | +152.6% | +139.2% |
| YTD | +28.1% | -31.1% | +59.3% | +32.4% |
| 1Y | +5.6% | -19.2% | +24.7% | +1.4% |
| 3Y | +15.9% | +151.5% | -135.6% | -41.9% |
| All | -11.2% | +188.6% | -199.8% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling