-3.5%
GTLB vs S
+10.1%
-13.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +0.9% |
| 7D | -4.1% | +0.1% | -4.1% | -4.0% |
| 30D | +12.3% | -11.8% | +24.1% | +20.5% |
| 3M | +65.9% | +33.9% | +32.0% | +36.6% |
| 6M | +104.0% | +40.1% | +63.9% | +60.2% |
| YTD | +26.0% | +32.1% | -6.0% | +1.1% |
| 1Y | -3.5% | +11.0% | -14.5% | -16.1% |
| All | -3.5% | +10.1% | -13.5% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling