-54.5%
GTLB vs MTB
+85.7%
-140.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -4.1% | -0.4% | -3.6% | -3.9% |
| 30D | +12.3% | -4.6% | +16.9% | +14.7% |
| 3M | +65.9% | +7.4% | +58.5% | +59.7% |
| 6M | +104.0% | +18.7% | +85.3% | +85.3% |
| YTD | +26.0% | +21.1% | +5.0% | +13.2% |
| 1Y | -3.5% | +24.1% | -27.6% | -14.8% |
| 3Y | -9.6% | +115.3% | -125.0% | -41.7% |
| All | -54.5% | +85.7% | -140.1% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling