+84.6%
GTLB vs Q
-14.3%
+98.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.7% |
| 7D | -9.6% | +6.6% | -16.2% | -8.8% |
| 30D | -15.5% | +2.7% | -18.2% | -15.4% |
| 3M | +12.4% | -8.4% | +20.8% | +10.0% |
| 6M | +84.6% | -17.3% | +101.9% | +75.9% |
| All | +84.6% | -14.3% | +98.8% | +75.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling