-10.3%
GTLB vs HBM
+460.9%
-471.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.5% | +9.6% | +3.3% |
| 7D | -4.1% | -3.7% | -0.3% | -3.7% |
| 30D | +12.3% | -3.7% | +16.0% | +12.5% |
| 3M | +65.9% | +8.0% | +57.9% | +61.5% |
| 6M | +104.0% | +15.8% | +88.2% | +91.5% |
| YTD | +26.0% | +34.4% | -8.3% | +11.3% |
| 1Y | -3.5% | +98.2% | -101.6% | -25.7% |
| All | -10.3% | +460.9% | -471.2% | -52.8% |
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 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