+14.7%
GTLB vs REPL
+161.1%
-146.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | +11.1% | -3.0% | +14.0% | +11.1% |
| 30D | +37.8% | +27.1% | +10.7% | +36.7% |
| 3M | +61.6% | +52.4% | +9.2% | +57.2% |
| 6M | +98.9% | +107.4% | -8.5% | +88.1% |
| YTD | +32.8% | +54.7% | -22.0% | +26.6% |
| 1Y | +14.7% | +158.9% | -144.2% | +5.6% |
| All | +14.7% | +161.1% | -146.5% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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