-54.5%
GTLB vs GNRC
-57.4%
+2.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +3.2% |
| 7D | -4.1% | -0.7% | -3.3% | -3.9% |
| 30D | +12.3% | -15.8% | +28.2% | +20.4% |
| 3M | +65.9% | -24.0% | +89.9% | +81.4% |
| 6M | +104.0% | -13.8% | +117.7% | +100.9% |
| YTD | +26.0% | +33.2% | -7.2% | -5.2% |
| 1Y | -3.5% | -1.8% | -1.7% | -15.6% |
| 3Y | -9.6% | +57.7% | -67.4% | -45.4% |
| All | -54.5% | -57.4% | +2.9% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling