-4.9%
GTLB vs MTB
+24.2%
-29.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | -4.1% | -0.4% | -3.6% | -4.1% |
| 30D | +12.3% | -4.6% | +16.9% | +12.2% |
| 3M | +65.9% | +7.4% | +58.5% | +65.9% |
| 6M | +104.0% | +18.7% | +85.3% | +100.4% |
| YTD | +26.0% | +21.1% | +5.0% | +27.8% |
| All | -4.9% | +24.2% | -29.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling