-54.8%
GTLB vs KMX
-54.4%
-0.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.3% |
| 7D | -5.7% | -3.1% | -2.6% | -4.3% |
| 30D | +15.1% | +4.4% | +10.7% | +12.7% |
| 3M | +65.5% | +18.9% | +46.6% | +50.3% |
| 6M | +102.9% | +44.3% | +58.6% | +64.1% |
| YTD | +25.2% | +58.7% | -33.5% | -5.0% |
| 1Y | -5.5% | +0.1% | -5.6% | -11.3% |
| 3Y | -10.9% | -24.4% | +13.5% | -7.0% |
| All | -54.8% | -54.4% | -0.3% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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