+8.6%
GTLB vs Q
+29.7%
-21.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +0.7% |
| 7D | -0.7% | +1.2% | -1.9% | -0.6% |
| 30D | -10.2% | -2.7% | -7.5% | -10.4% |
| 3M | +10.1% | -16.9% | +27.0% | +7.9% |
| 6M | +116.5% | -26.9% | +143.3% | +108.7% |
| YTD | +27.2% | +45.2% | -18.0% | +17.1% |
| 1Y | +8.6% | +38.1% | -29.6% | +0.6% |
| All | +8.6% | +29.7% | -21.1% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling