+12.6%
GTLB vs LEN
-21.9%
+34.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | +0.2% |
| 7D | -9.7% | +10.5% | -20.1% | -9.5% |
| 30D | +1.7% | +24.6% | -23.0% | +1.9% |
| 3M | +43.6% | +6.6% | +36.9% | +43.3% |
| 6M | +113.0% | +10.6% | +102.3% | +113.7% |
| YTD | +39.5% | -8.3% | +47.9% | +33.7% |
| 1Y | +12.6% | -22.5% | +35.1% | +6.7% |
| All | +12.6% | -21.9% | +34.5% | +6.7% |
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