+12.6%
GTLB vs HBM
+47.3%
-34.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | +0.3% |
| 7D | -9.7% | -5.8% | -3.8% | -10.1% |
| 30D | +1.7% | -18.5% | +20.2% | 0.0% |
| 3M | +43.6% | -10.3% | +53.8% | +42.4% |
| 6M | +113.0% | +2.1% | +110.9% | +115.0% |
| YTD | +39.5% | +12.0% | +27.5% | +42.5% |
| 1Y | +12.6% | +49.8% | -37.1% | +20.0% |
| All | +12.6% | +47.3% | -34.7% | +20.0% |
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