-9.9%
GTLB vs S
+13.8%
-23.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.1% |
| 7D | +4.6% | -5.8% | +10.4% | +7.9% |
| 30D | +21.0% | -9.2% | +30.2% | +27.1% |
| 3M | +51.7% | +23.4% | +28.3% | +33.3% |
| 6M | +89.3% | +36.9% | +52.4% | +55.1% |
| YTD | +25.6% | +29.5% | -3.9% | +6.1% |
| 1Y | -1.5% | +5.4% | -7.0% | -7.8% |
| 3Y | -9.9% | +14.7% | -24.6% | -28.3% |
| All | -9.9% | +13.8% | -23.7% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling