-55.4%
GTLB vs MDY
+45.1%
-100.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | 0.0% |
| 7D | -6.6% | -0.8% | -5.8% | -5.3% |
| 30D | +13.7% | -3.9% | +17.6% | +21.4% |
| 3M | +52.9% | 0.0% | +53.0% | +52.3% |
| 6M | +88.5% | +8.5% | +79.9% | +60.0% |
| YTD | +23.4% | +13.2% | +10.2% | -3.2% |
| 1Y | -3.8% | +15.0% | -18.8% | -27.3% |
| 3Y | -11.5% | +49.6% | -61.1% | -60.4% |
| All | -55.4% | +45.1% | -100.5% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling