-54.8%
GTLB vs NYT
+31.7%
-86.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.9% |
| 7D | -5.7% | -0.6% | -5.1% | -5.4% |
| 30D | +15.1% | +4.6% | +10.6% | +12.0% |
| 3M | +65.5% | -9.6% | +75.0% | +73.1% |
| 6M | +102.9% | -14.0% | +116.9% | +116.3% |
| YTD | +25.2% | -2.8% | +28.0% | +22.9% |
| 1Y | -5.5% | +15.6% | -21.1% | -17.7% |
| 3Y | -10.9% | +56.3% | -67.2% | -40.6% |
| All | -54.8% | +31.7% | -86.5% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling