+5.6%
GTLB vs HBM
+424.8%
-419.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -0.7% | +2.2% | -3.0% | -1.2% |
| 30D | -10.2% | -11.8% | +1.6% | -8.6% |
| 3M | +10.1% | -19.2% | +29.3% | +12.9% |
| 6M | +116.5% | -22.9% | +139.3% | +121.1% |
| YTD | +27.2% | +7.8% | +19.4% | +15.6% |
| 1Y | +8.6% | +34.9% | -26.4% | -8.6% |
| 3Y | +5.6% | +422.2% | -416.6% | -44.9% |
| All | +5.6% | +424.8% | -419.2% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling