-60.1%
GTLB vs HBM
+194.0%
-254.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -0.7% | +2.2% | -3.0% | -1.4% |
| 30D | -10.2% | -11.8% | +1.6% | -7.8% |
| 3M | +10.1% | -19.2% | +29.3% | +14.4% |
| 6M | +116.5% | -22.9% | +139.3% | +123.1% |
| YTD | +27.2% | +7.8% | +19.4% | +14.4% |
| 1Y | +8.6% | +34.9% | -26.4% | -9.9% |
| 3Y | +5.6% | +422.2% | -416.6% | -48.0% |
| All | -60.1% | +194.0% | -254.1% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling