-52.0%
GTLB vs S
-67.4%
+15.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | +11.1% | -7.7% | +18.8% | +16.6% |
| 30D | +37.8% | -5.3% | +43.1% | +41.8% |
| 3M | +61.6% | +20.3% | +41.3% | +40.9% |
| 6M | +98.9% | +47.4% | +51.6% | +49.4% |
| YTD | +32.8% | +32.5% | +0.2% | +7.1% |
| 1Y | +14.7% | +9.5% | +5.1% | +3.5% |
| 3Y | +1.3% | +15.5% | -14.2% | -21.5% |
| All | -52.0% | -67.4% | +15.4% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling