-54.5%
GTLB vs NTRS
+86.3%
-140.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.2% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +12.3% | +0.2% | +12.2% | +12.0% |
| 3M | +65.9% | +13.2% | +52.7% | +52.4% |
| 6M | +104.0% | +36.9% | +67.0% | +63.1% |
| YTD | +26.0% | +39.1% | -13.1% | +0.3% |
| 1Y | -3.5% | +50.4% | -53.9% | -27.5% |
| 3Y | -9.6% | +166.8% | -176.4% | -56.2% |
| All | -54.5% | +86.3% | -140.8% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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