+12.6%
GTLB vs M
+36.6%
-23.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | 0.0% |
| 7D | -9.7% | +8.3% | -17.9% | -9.7% |
| 30D | +1.7% | +14.2% | -12.5% | +1.7% |
| 3M | +43.6% | -1.1% | +44.7% | +42.8% |
| 6M | +113.0% | +36.6% | +76.4% | +115.2% |
| YTD | +39.5% | +19.8% | +19.8% | +41.4% |
| 1Y | +12.6% | +37.2% | -24.6% | +10.7% |
| All | +12.6% | +36.6% | -23.9% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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