-54.6%
GTLB vs RACE
+100.1%
-154.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.5% |
| 7D | -9.6% | +3.9% | -13.5% | -12.0% |
| 30D | -14.5% | +7.4% | -21.9% | -18.8% |
| 3M | +20.9% | +1.6% | +19.3% | +19.0% |
| 6M | +81.4% | +23.3% | +58.1% | +53.9% |
| YTD | +25.6% | +14.7% | +10.9% | +9.3% |
| 1Y | +3.4% | +2.5% | +0.9% | -1.9% |
| 3Y | +8.9% | +28.0% | -19.1% | -32.5% |
| 5Y | -64.0% | +69.8% | -133.8% | -86.7% |
| All | -54.6% | +100.1% | -154.7% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling