-3.8%
GTLB vs GPC
+0.6%
-4.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -6.6% | -0.6% | -5.9% | -6.4% |
| 30D | +13.7% | +1.3% | +12.4% | +13.5% |
| 3M | +52.9% | +37.1% | +15.8% | +48.2% |
| 6M | +88.5% | +23.2% | +65.3% | +86.0% |
| YTD | +23.4% | +13.1% | +10.4% | +25.8% |
| 1Y | -3.8% | +0.9% | -4.7% | +5.0% |
| All | -3.8% | +0.6% | -4.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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