-54.8%
GTLB vs HBM
+270.8%
-325.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -5.7% | -3.3% | -2.4% | -5.2% |
| 30D | +15.1% | -4.8% | +20.0% | +15.8% |
| 3M | +65.5% | -0.4% | +65.9% | +62.8% |
| 6M | +102.9% | +17.9% | +85.0% | +85.1% |
| YTD | +25.2% | +33.7% | -8.5% | +7.5% |
| 1Y | -5.5% | +95.6% | -101.1% | -29.7% |
| 3Y | -10.9% | +458.1% | -469.0% | -56.4% |
| All | -54.8% | +270.8% | -325.5% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling