-55.4%
GTLB vs HBM
+302.9%
-358.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -6.6% | +5.5% | -12.1% | -7.9% |
| 30D | +13.7% | +3.3% | +10.5% | +12.3% |
| 3M | +52.9% | +12.7% | +40.3% | +46.0% |
| 6M | +88.5% | +28.2% | +60.3% | +68.6% |
| YTD | +23.4% | +45.3% | -21.9% | +4.0% |
| 1Y | -3.8% | +121.7% | -125.5% | -30.8% |
| 3Y | -11.5% | +523.5% | -535.0% | -57.9% |
| All | -55.4% | +302.9% | -358.3% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling