-10.9%
GTLB vs GNRC
+61.6%
-72.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.2% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | +15.1% | -15.7% | +30.9% | +18.6% |
| 3M | +65.5% | -27.3% | +92.8% | +73.7% |
| 6M | +102.9% | -12.1% | +114.9% | +98.7% |
| YTD | +25.2% | +37.1% | -11.9% | +2.9% |
| 1Y | -5.5% | -0.5% | -5.1% | -13.2% |
| 3Y | -10.9% | +61.5% | -72.4% | -30.6% |
| All | -10.9% | +61.6% | -72.5% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling