-54.5%
GTLB vs MDY
+43.8%
-98.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +3.7% |
| 7D | -4.1% | -2.5% | -1.6% | +0.1% |
| 30D | +12.3% | -5.0% | +17.4% | +22.3% |
| 3M | +65.9% | +0.5% | +65.4% | +63.6% |
| 6M | +104.0% | +8.0% | +96.0% | +74.3% |
| YTD | +26.0% | +12.2% | +13.9% | +0.4% |
| 1Y | -3.5% | +14.0% | -17.5% | -26.0% |
| 3Y | -9.6% | +48.2% | -57.8% | -59.0% |
| All | -54.5% | +43.8% | -98.2% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling