-5.5%
GTLB vs REPL
+119.0%
-124.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.6% |
| 7D | -5.7% | -14.1% | +8.4% | -5.3% |
| 30D | +15.1% | -15.2% | +30.4% | +15.6% |
| 3M | +65.5% | +49.9% | +15.6% | +60.8% |
| 6M | +102.9% | +63.5% | +39.3% | +93.5% |
| YTD | +25.2% | +32.9% | -7.7% | +19.9% |
| 1Y | -5.5% | +115.0% | -120.5% | -12.8% |
| All | -5.5% | +119.0% | -124.5% | -12.8% |
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