-55.4%
GTLB vs REPL
-54.3%
-1.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.6% |
| 7D | -6.6% | -9.6% | +3.0% | -6.0% |
| 30D | +13.7% | +5.7% | +8.0% | +13.3% |
| 3M | +52.9% | +56.4% | -3.5% | +44.7% |
| 6M | +88.5% | +67.4% | +21.0% | +68.4% |
| YTD | +23.4% | +48.7% | -25.2% | +10.9% |
| 1Y | -3.8% | +148.3% | -152.1% | -20.1% |
| 3Y | -11.5% | -26.7% | +15.2% | -24.4% |
| All | -55.4% | -54.3% | -1.1% | -64.6% |
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 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