-9.9%
GTLB vs REPL
-24.7%
+14.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -5.3% |
| 7D | +4.6% | -5.7% | +10.3% | +4.7% |
| 30D | +21.0% | +22.5% | -1.5% | +20.5% |
| 3M | +51.7% | +64.7% | -13.0% | +49.0% |
| 6M | +89.3% | +83.0% | +6.3% | +83.7% |
| YTD | +25.6% | +52.0% | -26.3% | +22.0% |
| 1Y | -1.5% | +144.5% | -146.1% | -5.3% |
| 3Y | -9.9% | -25.1% | +15.1% | -17.6% |
| All | -9.9% | -24.7% | +14.7% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling