+14.7%
GTLB vs NTR
+43.1%
-28.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +0.9% |
| 7D | +11.1% | +8.1% | +2.9% | +12.3% |
| 30D | +37.8% | +18.8% | +19.1% | +41.4% |
| 3M | +61.6% | +16.2% | +45.4% | +65.4% |
| 6M | +98.9% | +9.8% | +89.2% | +103.3% |
| YTD | +32.8% | +30.9% | +1.9% | +37.8% |
| 1Y | +14.7% | +41.8% | -27.1% | +18.3% |
| All | +14.7% | +43.1% | -28.4% | +18.3% |
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