-55.4%
GTLB vs NTR
+30.5%
-85.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -6.6% | +0.5% | -7.1% | -6.7% |
| 30D | +13.7% | +21.7% | -8.0% | +9.3% |
| 3M | +52.9% | +22.8% | +30.1% | +46.1% |
| 6M | +88.5% | +8.2% | +80.3% | +84.0% |
| YTD | +23.4% | +32.9% | -9.5% | +13.9% |
| 1Y | -3.8% | +45.3% | -49.2% | -13.9% |
| 3Y | -11.5% | +41.7% | -53.2% | -21.7% |
| All | -55.4% | +30.5% | -85.9% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling