-55.4%
GTLB vs S
-68.2%
+12.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -6.6% | -1.2% | -5.4% | -5.8% |
| 30D | +13.7% | -12.6% | +26.3% | +23.4% |
| 3M | +52.9% | +27.6% | +25.3% | +28.4% |
| 6M | +88.5% | +35.5% | +53.0% | +50.1% |
| YTD | +23.4% | +29.6% | -6.2% | +1.2% |
| 1Y | -3.8% | +8.1% | -11.9% | -12.3% |
| 3Y | -11.5% | +14.8% | -26.3% | -31.1% |
| All | -55.4% | -68.2% | +12.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling