-55.4%
GTLB vs RUN
-82.4%
+27.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.8% | -0.6% |
| 7D | -6.6% | -1.8% | -4.8% | -6.2% |
| 30D | +13.7% | -10.8% | +24.6% | +16.7% |
| 3M | +52.9% | -30.2% | +83.1% | +64.9% |
| 6M | +88.5% | -22.3% | +110.8% | +94.6% |
| YTD | +23.4% | -52.2% | +75.6% | +39.3% |
| 1Y | -3.8% | -45.1% | +41.3% | +2.7% |
| 3Y | -11.5% | -37.1% | +25.6% | -37.5% |
| All | -55.4% | -82.4% | +27.0% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling