+12.6%
GTLB vs GNRC
+17.5%
-4.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.5% | +9.5% | -0.6% |
| 7D | -9.7% | -6.0% | -3.7% | -10.0% |
| 30D | +1.7% | -12.0% | +13.7% | +0.8% |
| 3M | +43.6% | -13.4% | +57.0% | +41.8% |
| 6M | +113.0% | -26.4% | +139.3% | +105.7% |
| YTD | +39.5% | +38.8% | +0.7% | +27.2% |
| 1Y | +12.6% | +20.9% | -8.3% | +6.3% |
| All | +12.6% | +17.5% | -4.9% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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