-52.0%
GTLB vs RACE
+95.8%
-147.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.4% |
| 7D | +11.1% | -2.5% | +13.6% | +13.1% |
| 30D | +37.8% | +0.8% | +37.0% | +36.9% |
| 3M | +61.6% | +17.2% | +44.4% | +43.5% |
| 6M | +98.9% | +13.6% | +85.3% | +77.5% |
| YTD | +32.8% | +12.2% | +20.6% | +17.8% |
| 1Y | +14.7% | -16.3% | +30.9% | +26.3% |
| 3Y | +1.3% | +36.4% | -35.1% | -43.6% |
| All | -52.0% | +95.8% | -147.8% | -83.0% |
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