+5.6%
GTLB vs RUN
-7.3%
+12.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -0.7% | -13.5% | +12.8% | +0.8% |
| 30D | -10.2% | +18.3% | -28.5% | -12.4% |
| 3M | +10.1% | -12.5% | +22.6% | +11.0% |
| 6M | +116.5% | -40.3% | +156.8% | +126.9% |
| YTD | +27.2% | -53.1% | +80.3% | +35.1% |
| 1Y | +8.6% | -54.3% | +62.8% | +15.4% |
| 3Y | +5.6% | -6.5% | +12.1% | -14.3% |
| All | +5.6% | -7.3% | +12.9% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling