-54.1%
GTLB vs RUN
-82.8%
+28.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -0.7% | -13.5% | +12.8% | +2.4% |
| 30D | -10.2% | +18.3% | -28.5% | -14.6% |
| 3M | +10.1% | -12.5% | +22.6% | +11.8% |
| 6M | +116.5% | -40.3% | +156.8% | +137.6% |
| YTD | +27.2% | -53.1% | +80.3% | +42.1% |
| 1Y | +8.6% | -54.3% | +62.8% | +21.5% |
| 3Y | +5.6% | -6.5% | +12.1% | -37.2% |
| 5Y | -61.8% | -85.3% | +23.5% | -62.8% |
| All | -54.1% | -82.8% | +28.7% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling