-54.5%
GTLB vs NYT
+31.1%
-85.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -4.1% | -0.7% | -3.3% | -3.7% |
| 30D | +12.3% | +4.5% | +7.9% | +9.3% |
| 3M | +65.9% | -8.5% | +74.4% | +72.3% |
| 6M | +104.0% | -15.1% | +119.0% | +119.1% |
| YTD | +26.0% | -3.3% | +29.3% | +24.0% |
| 1Y | -3.5% | +17.0% | -20.5% | -16.6% |
| 3Y | -9.6% | +55.7% | -65.3% | -39.7% |
| All | -54.5% | +31.1% | -85.6% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling