-53.7%
GTLB vs RACE
+98.7%
-152.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -0.8% |
| 7D | -11.1% | +5.1% | -16.2% | -14.2% |
| 30D | -7.5% | +7.7% | -15.2% | -12.3% |
| 3M | +34.8% | +2.2% | +32.6% | +32.2% |
| 6M | +98.0% | +23.8% | +74.2% | +67.5% |
| YTD | +28.1% | +13.9% | +14.2% | +12.1% |
| 1Y | +5.6% | +3.8% | +1.8% | -1.0% |
| 3Y | +15.9% | +28.0% | -12.1% | -28.5% |
| 5Y | -61.1% | +64.9% | -126.0% | -85.5% |
| All | -53.7% | +98.7% | -152.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling