-10.3%
GTLB vs INDA
+6.8%
-17.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +3.1% |
| 7D | -4.1% | -3.6% | -0.5% | -0.9% |
| 30D | +12.3% | -4.0% | +16.3% | +16.4% |
| 3M | +65.9% | +1.7% | +64.2% | +63.7% |
| 6M | +104.0% | -3.6% | +107.6% | +110.2% |
| YTD | +26.0% | -11.0% | +37.0% | +40.5% |
| 1Y | -3.5% | -9.5% | +6.0% | +5.4% |
| All | -10.3% | +6.8% | -17.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling