-54.8%
GTLB vs HIG
+108.7%
-163.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -5.7% | -1.5% | -4.2% | -5.1% |
| 30D | +15.1% | -0.4% | +15.5% | +15.2% |
| 3M | +65.5% | +6.7% | +58.8% | +60.7% |
| 6M | +102.9% | +2.0% | +100.9% | +99.7% |
| YTD | +25.2% | +0.3% | +24.9% | +23.7% |
| 1Y | -5.5% | +4.2% | -9.7% | -8.6% |
| 3Y | -10.9% | +102.2% | -113.1% | -43.3% |
| All | -54.8% | +108.7% | -163.5% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling