-8.0%
GTLB vs GGLL
+328.7%
-336.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.7% |
| 7D | +11.1% | -4.8% | +15.8% | +12.6% |
| 30D | +37.8% | -13.7% | +51.5% | +43.4% |
| 3M | +61.6% | -21.9% | +83.4% | +71.0% |
| 6M | +98.9% | +11.7% | +87.3% | +82.4% |
| YTD | +32.8% | +2.3% | +30.5% | +24.8% |
| 1Y | +14.7% | +76.2% | -61.5% | -14.0% |
| 3Y | +1.3% | +245.0% | -243.7% | -51.7% |
| All | -8.0% | +328.7% | -336.7% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling