-54.6%
GTLB vs HIG
+107.6%
-162.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.6% |
| 7D | +4.6% | -1.1% | +5.6% | +5.0% |
| 30D | +21.0% | -4.9% | +25.9% | +23.3% |
| 3M | +51.7% | +6.8% | +44.9% | +47.3% |
| 6M | +89.3% | -1.7% | +91.0% | +89.3% |
| YTD | +25.6% | -0.2% | +25.9% | +24.4% |
| 1Y | -1.5% | +5.7% | -7.2% | -5.5% |
| 3Y | -9.9% | +100.3% | -110.2% | -42.4% |
| All | -54.6% | +107.6% | -162.2% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling