-54.5%
GTLB vs MKTX
-56.4%
+1.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | +12.3% | +0.8% | +11.5% | +11.9% |
| 3M | +65.9% | +41.1% | +24.8% | +37.3% |
| 6M | +104.0% | -9.5% | +113.5% | +112.9% |
| YTD | +26.0% | -8.7% | +34.7% | +30.4% |
| 1Y | -3.5% | -10.0% | +6.5% | 0.0% |
| 3Y | -9.6% | -24.6% | +15.0% | -6.9% |
| All | -54.5% | -56.4% | +1.9% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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