+12.6%
GTLB vs RUN
-53.7%
+66.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -9.7% | +18.5% | -28.1% | -11.8% |
| 30D | +1.7% | +15.5% | -13.8% | -0.6% |
| 3M | +43.6% | -20.3% | +63.9% | +47.2% |
| 6M | +113.0% | -30.8% | +143.8% | +120.7% |
| YTD | +39.5% | -52.2% | +91.8% | +51.5% |
| 1Y | +12.6% | -53.9% | +66.5% | +21.9% |
| All | +12.6% | -53.7% | +66.4% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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