-3.6%
GTLB vs IRE
-98.1%
+94.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -14.4% | +15.3% | +1.1% |
| 7D | -0.7% | -31.8% | +31.1% | -0.5% |
| 30D | -10.2% | -71.8% | +61.5% | -9.8% |
| 3M | +10.1% | -88.9% | +99.0% | +10.3% |
| 6M | +116.5% | -95.4% | +211.8% | +116.0% |
| YTD | +27.2% | -94.2% | +121.4% | +25.3% |
| 1Y | +8.6% | -97.1% | +105.6% | +8.1% |
| All | -3.6% | -98.1% | +94.5% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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