-54.6%
GTLB vs RACE
+93.9%
-148.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.7% |
| 7D | +4.6% | -1.0% | +5.6% | +5.4% |
| 30D | +21.0% | -1.5% | +22.5% | +22.2% |
| 3M | +51.7% | +15.5% | +36.2% | +36.2% |
| 6M | +89.3% | +17.3% | +72.0% | +64.8% |
| YTD | +25.6% | +11.1% | +14.5% | +12.3% |
| 1Y | -1.5% | -14.3% | +12.7% | +6.0% |
| 3Y | -9.9% | +40.2% | -50.1% | -52.0% |
| All | -54.6% | +93.9% | -148.5% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling