-55.1%
GTLB vs M
+34.3%
-89.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -10.9% | +5.0% | -15.9% | -12.8% |
| 30D | -15.3% | +10.6% | -25.9% | -18.8% |
| 3M | +14.6% | +1.6% | +13.0% | +13.0% |
| 6M | +79.6% | +30.8% | +48.8% | +58.3% |
| YTD | +24.3% | +16.9% | +7.4% | +12.5% |
| 1Y | +1.0% | +26.3% | -25.2% | -12.0% |
| 3Y | +4.6% | +158.6% | -154.0% | -43.4% |
| 5Y | -63.7% | +2.1% | -65.8% | -70.4% |
| All | -55.1% | +34.3% | -89.4% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling