-54.5%
GTLB vs REPL
-31.1%
-23.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.4% | +7.9% | +1.8% |
| 7D | -9.6% | +5.3% | -14.9% | -10.0% |
| 30D | -15.5% | +66.6% | -82.2% | -18.2% |
| 3M | +12.4% | +59.6% | -47.2% | +8.9% |
| 6M | +84.6% | +482.4% | -397.8% | +57.4% |
| YTD | +26.1% | +124.1% | -98.0% | +10.2% |
| 1Y | +1.7% | +138.6% | -136.9% | -11.7% |
| 3Y | +6.1% | +96.0% | -90.0% | -31.3% |
| 5Y | -61.1% | -35.4% | -25.7% | -69.9% |
| All | -54.5% | -31.1% | -23.3% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling