-54.1%
GTLB vs IRM
+216.4%
-270.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -0.7% | +6.8% | -7.5% | -4.3% |
| 30D | -10.2% | +2.6% | -12.8% | -11.7% |
| 3M | +10.1% | -9.5% | +19.6% | +15.0% |
| 6M | +116.5% | -8.5% | +124.9% | +122.1% |
| YTD | +27.2% | +40.3% | -13.1% | -2.9% |
| 1Y | +8.6% | +28.7% | -20.1% | -12.6% |
| 3Y | +5.6% | +111.8% | -106.3% | -51.3% |
| 5Y | -61.8% | +189.1% | -250.9% | -85.7% |
| All | -54.1% | +216.4% | -270.4% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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