+14.7%
GTLB vs HBM
+123.0%
-108.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.0% |
| 7D | +11.1% | -6.4% | +17.4% | +10.7% |
| 30D | +37.8% | +5.9% | +31.9% | +38.2% |
| 3M | +61.6% | -8.9% | +70.5% | +61.2% |
| 6M | +98.9% | +10.7% | +88.3% | +101.3% |
| YTD | +32.8% | +38.3% | -5.5% | +32.5% |
| 1Y | +14.7% | +121.3% | -106.7% | +11.0% |
| All | +14.7% | +123.0% | -108.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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