+12.6%
GTLB vs NTR
+36.7%
-24.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | +0.7% |
| 7D | -9.7% | +4.3% | -14.0% | -8.9% |
| 30D | +1.7% | +2.6% | -0.9% | +2.4% |
| 3M | +43.6% | +8.5% | +35.0% | +46.3% |
| 6M | +113.0% | -3.3% | +116.3% | +114.6% |
| YTD | +39.5% | +19.6% | +19.9% | +42.6% |
| 1Y | +12.6% | +37.6% | -25.0% | +10.8% |
| All | +12.6% | +36.7% | -24.1% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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