-54.6%
GTLB vs KMX
-55.0%
+0.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.3% | -1.1% | -3.4% |
| 7D | +4.6% | -0.7% | +5.3% | +5.0% |
| 30D | +21.0% | +4.1% | +16.9% | +18.6% |
| 3M | +51.7% | +27.5% | +24.2% | +33.0% |
| 6M | +89.3% | +43.6% | +45.7% | +53.4% |
| YTD | +25.6% | +56.8% | -31.1% | -4.1% |
| 1Y | -1.5% | -1.3% | -0.2% | -7.1% |
| 3Y | -9.9% | -25.4% | +15.5% | -5.5% |
| All | -54.6% | -55.0% | +0.4% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling