-54.8%
GTLB vs IBN
+57.6%
-112.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -1.8% |
| 7D | -5.7% | -3.0% | -2.7% | -3.8% |
| 30D | +15.1% | -1.5% | +16.7% | +16.2% |
| 3M | +65.5% | +7.9% | +57.5% | +57.4% |
| 6M | +102.9% | +8.6% | +94.3% | +90.5% |
| YTD | +25.2% | -0.6% | +25.8% | +24.2% |
| 1Y | -5.5% | -7.3% | +1.8% | -2.4% |
| 3Y | -10.9% | +26.2% | -37.1% | -33.6% |
| All | -54.8% | +57.6% | -112.4% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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