-54.1%
GTLB vs GRMN
+101.8%
-155.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.6% |
| 7D | -0.7% | -0.9% | +0.1% | -0.3% |
| 30D | -10.2% | +1.2% | -11.4% | -11.4% |
| 3M | +10.1% | -8.9% | +19.0% | +15.5% |
| 6M | +116.5% | +23.0% | +93.5% | +83.4% |
| YTD | +27.2% | +41.2% | -14.0% | -5.5% |
| 1Y | +8.6% | +47.5% | -38.9% | -22.2% |
| 3Y | +5.6% | +155.8% | -150.2% | -62.7% |
| 5Y | -61.8% | +120.2% | -182.0% | -86.2% |
| All | -54.1% | +101.8% | -155.9% | -82.4% |
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