-4.1%
GTLB vs GPC
+0.9%
-4.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.8% |
| 7D | +11.1% | +1.2% | +9.9% | +10.8% |
| 30D | +37.8% | +6.0% | +31.8% | +36.1% |
| 3M | +61.6% | +42.6% | +19.0% | +49.7% |
| 6M | +98.9% | +22.8% | +76.2% | +90.3% |
| YTD | +32.8% | +15.5% | +17.3% | +28.5% |
| 1Y | +14.7% | +2.0% | +12.6% | +14.5% |
| All | -4.1% | +0.9% | -4.9% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling