-54.8%
GTLB vs MTB
+86.3%
-141.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | +15.1% | -4.8% | +19.9% | +17.8% |
| 3M | +65.5% | +6.0% | +59.5% | +60.4% |
| 6M | +102.9% | +19.6% | +83.3% | +83.6% |
| YTD | +25.2% | +21.5% | +3.7% | +12.3% |
| 1Y | -5.5% | +24.7% | -30.2% | -16.8% |
| 3Y | -10.9% | +108.6% | -119.5% | -41.4% |
| All | -54.8% | +86.3% | -141.1% | -64.1% |
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