-10.3%
GTLB vs MNDY
-50.4%
+40.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.9% | -0.3% |
| 7D | -4.1% | -12.5% | +8.4% | +2.0% |
| 30D | +12.3% | -2.6% | +15.0% | +13.2% |
| 3M | +65.9% | +4.2% | +61.7% | +60.7% |
| 6M | +104.0% | +9.8% | +94.2% | +92.7% |
| YTD | +26.0% | -42.3% | +68.3% | +55.1% |
| 1Y | -3.5% | -54.5% | +51.0% | +30.0% |
| All | -10.3% | -50.4% | +40.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 3y: compounded portfolio wealth divided by compounded MNDY 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…
3y analysis · Full analysis span regression · 6 months rolling