-64.0%
GTLB vs REPL
-33.0%
-31.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.2% |
| 7D | -9.6% | +14.2% | -23.8% | -10.3% |
| 30D | -14.5% | +65.9% | -80.3% | -17.2% |
| 3M | +20.9% | +84.6% | -63.7% | +16.2% |
| 6M | +81.4% | +446.9% | -365.6% | +55.4% |
| YTD | +25.6% | +129.0% | -103.5% | +9.6% |
| 1Y | +3.4% | +167.9% | -164.4% | -10.9% |
| 3Y | +8.9% | +93.9% | -85.0% | -28.5% |
| 5Y | -64.0% | -33.0% | -31.0% | -75.5% |
| All | -64.0% | -33.0% | -31.0% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling