-62.2%
GTLB vs S
-70.0%
+7.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.2% | +4.1% |
| 7D | -3.5% | +4.1% | -7.6% | -6.7% |
| 30D | -9.0% | -7.2% | -1.8% | -5.7% |
| 3M | +15.9% | 0.0% | +15.9% | +12.1% |
| 6M | +104.9% | +41.6% | +63.2% | +54.3% |
| YTD | +26.0% | +48.6% | -22.6% | -8.5% |
| 1Y | +1.8% | +30.0% | -28.3% | -20.2% |
| 3Y | +6.0% | +42.2% | -36.2% | -31.4% |
| 5Y | -62.2% | -70.8% | +8.6% | -46.8% |
| All | -62.2% | -70.0% | +7.9% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling