+14.7%
GTLB vs LEN
-37.1%
+51.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.0% |
| 7D | +11.1% | -3.2% | +14.2% | +11.0% |
| 30D | +37.8% | -4.9% | +42.7% | +37.4% |
| 3M | +61.6% | -8.5% | +70.1% | +60.2% |
| 6M | +98.9% | -20.7% | +119.6% | +93.0% |
| YTD | +32.8% | -17.4% | +50.2% | +28.3% |
| 1Y | +14.7% | -38.2% | +52.9% | +13.4% |
| All | +14.7% | -37.1% | +51.8% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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