-60.1%
GTLB vs IBN
+73.5%
-133.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | -0.7% | +1.9% | -2.6% | -1.9% |
| 30D | -10.2% | +22.1% | -32.3% | -21.3% |
| 3M | +10.1% | +17.1% | -7.0% | -1.0% |
| 6M | +116.5% | +35.5% | +80.9% | +75.8% |
| YTD | +27.2% | +16.8% | +10.4% | +13.2% |
| 1Y | +8.6% | +12.4% | -3.8% | -0.7% |
| 3Y | +5.6% | +58.0% | -52.5% | -35.5% |
| All | -60.1% | +73.5% | -133.5% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling