-54.5%
GTLB vs GRMN
+93.4%
-147.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -4.1% | -1.8% | -2.3% | -2.9% |
| 30D | +12.3% | -12.1% | +24.4% | +22.1% |
| 3M | +65.9% | +18.0% | +47.9% | +46.6% |
| 6M | +104.0% | +13.7% | +90.2% | +81.7% |
| YTD | +26.0% | +35.3% | -9.3% | -2.5% |
| 1Y | -3.5% | +17.2% | -20.7% | -18.0% |
| 3Y | -9.6% | +179.6% | -189.3% | -72.6% |
| All | -54.5% | +93.4% | -147.8% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling