+8.9%
GTLB vs REPL
+91.4%
-82.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.1% |
| 7D | -9.6% | +14.2% | -23.8% | -9.8% |
| 30D | -14.5% | +65.9% | -80.3% | -15.4% |
| 3M | +20.9% | +84.6% | -63.7% | +19.3% |
| 6M | +81.4% | +446.9% | -365.6% | +73.1% |
| YTD | +25.6% | +129.0% | -103.5% | +20.5% |
| 1Y | +3.4% | +167.9% | -164.4% | -0.9% |
| 3Y | +8.9% | +93.9% | -85.0% | +1.3% |
| All | +8.9% | +91.4% | -82.5% | +1.3% |
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