-2.8%
GTLB vs Q
+75.3%
-78.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.3% | -7.7% | -5.1% |
| 7D | +4.6% | +6.7% | -2.2% | +5.2% |
| 30D | +21.0% | -10.6% | +31.6% | +19.7% |
| 3M | +51.7% | -14.6% | +66.3% | +48.8% |
| 6M | +89.3% | +12.1% | +77.2% | +80.9% |
| YTD | +25.6% | +51.3% | -25.6% | +15.5% |
| All | -2.8% | +75.3% | -78.1% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling