-54.8%
GTLB vs MDY
+44.9%
-99.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -2.0% |
| 7D | -5.7% | -1.9% | -3.8% | -2.7% |
| 30D | +15.1% | -4.6% | +19.8% | +24.5% |
| 3M | +65.5% | -1.2% | +66.7% | +68.1% |
| 6M | +102.9% | +9.2% | +93.7% | +70.1% |
| YTD | +25.2% | +13.1% | +12.2% | -1.6% |
| 1Y | -5.5% | +13.0% | -18.5% | -26.3% |
| 3Y | -10.9% | +49.2% | -60.1% | -60.0% |
| All | -54.8% | +44.9% | -99.7% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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