-12.1%
GTLB vs GRMN
+179.1%
-191.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.3% |
| 7D | -6.6% | -1.4% | -5.2% | -6.1% |
| 30D | +13.7% | -13.1% | +26.8% | +19.4% |
| 3M | +52.9% | +14.9% | +38.0% | +45.1% |
| 6M | +88.5% | +13.1% | +75.4% | +78.4% |
| YTD | +23.4% | +35.3% | -11.8% | +8.0% |
| 1Y | -3.8% | +16.0% | -19.8% | -11.0% |
| All | -12.1% | +179.1% | -191.2% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling