-54.6%
GTLB vs M
+19.2%
-73.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.8% | -4.4% |
| 7D | +4.6% | +2.4% | +2.2% | +3.7% |
| 30D | +21.0% | -11.6% | +32.6% | +26.8% |
| 3M | +51.7% | +1.6% | +50.1% | +49.3% |
| 6M | +89.3% | +25.2% | +64.1% | +69.6% |
| YTD | +25.6% | +3.8% | +21.9% | +19.9% |
| 1Y | -1.5% | +36.3% | -37.9% | -17.1% |
| 3Y | -9.9% | +116.3% | -126.3% | -47.2% |
| All | -54.6% | +19.2% | -73.8% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling