+12.6%
GTLB vs HIG
+12.7%
-0.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.2% |
| 7D | -9.7% | +6.2% | -15.9% | -9.3% |
| 30D | +1.7% | +9.4% | -7.7% | +1.8% |
| 3M | +43.6% | -2.3% | +45.9% | +42.6% |
| 6M | +113.0% | +4.2% | +108.8% | +112.3% |
| YTD | +39.5% | +1.6% | +38.0% | +35.6% |
| 1Y | +12.6% | +9.9% | +2.7% | +1.3% |
| All | +12.6% | +12.7% | -0.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling