-10.9%
GTLB vs NYT
+56.2%
-67.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -5.7% | -0.6% | -5.1% | -5.5% |
| 30D | +15.1% | +4.6% | +10.6% | +13.3% |
| 3M | +65.5% | -9.6% | +75.0% | +70.1% |
| 6M | +102.9% | -14.0% | +116.9% | +110.9% |
| YTD | +25.2% | -2.8% | +28.0% | +23.9% |
| 1Y | -5.5% | +15.6% | -21.1% | -13.4% |
| 3Y | -10.9% | +56.3% | -67.2% | -31.3% |
| All | -10.9% | +56.2% | -67.1% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling