-5.5%
GTLB vs KMX
+3.5%
-9.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -5.7% | -3.1% | -2.6% | -5.4% |
| 30D | +15.1% | +4.4% | +10.7% | +14.7% |
| 3M | +65.5% | +18.9% | +46.6% | +62.4% |
| 6M | +102.9% | +44.3% | +58.6% | +93.7% |
| YTD | +25.2% | +58.7% | -33.5% | +18.8% |
| 1Y | -5.5% | +0.1% | -5.6% | -9.2% |
| All | -5.5% | +3.5% | -9.0% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling