+7.5%
GTLB vs RACE
-2.3%
+9.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.3% |
| 7D | -3.5% | -4.0% | +0.5% | -2.9% |
| 30D | -9.0% | +3.5% | -12.5% | -9.3% |
| 3M | +15.9% | -0.4% | +16.3% | +16.0% |
| 6M | +104.9% | +23.2% | +81.7% | +104.2% |
| YTD | +26.0% | +11.0% | +15.0% | +21.4% |
| All | +7.5% | -2.3% | +9.9% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling