-4.9%
GTLB vs RUN
-46.6%
+41.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.4% |
| 7D | -4.1% | -3.4% | -0.7% | -3.7% |
| 30D | +12.3% | -14.0% | +26.3% | +14.5% |
| 3M | +65.9% | -27.5% | +93.4% | +72.0% |
| 6M | +104.0% | -29.0% | +132.9% | +110.1% |
| YTD | +26.0% | -53.1% | +79.1% | +37.1% |
| All | -4.9% | -46.6% | +41.7% | 0.0% |
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