-0.2%
GTLB vs SOLS
+17.0%
-17.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -5.7% | -3.5% | -2.2% | -6.1% |
| 30D | +15.1% | -1.0% | +16.1% | +15.1% |
| 3M | +65.5% | -24.1% | +89.6% | +59.5% |
| 6M | +102.9% | -18.0% | +120.9% | +97.1% |
| YTD | +25.2% | +27.1% | -1.9% | +25.0% |
| All | -0.2% | +17.0% | -17.2% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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