-54.8%
GTLB vs SPXU
-86.7%
+31.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -2.3% |
| 7D | -5.7% | +2.5% | -8.2% | -4.1% |
| 30D | +15.1% | +4.2% | +11.0% | +18.8% |
| 3M | +65.5% | -9.3% | +74.7% | +56.8% |
| 6M | +102.9% | -30.7% | +133.6% | +61.7% |
| YTD | +25.2% | -28.1% | +53.3% | +3.7% |
| 1Y | -5.5% | -35.2% | +29.7% | -26.5% |
| 3Y | -10.9% | -79.9% | +69.0% | -63.2% |
| All | -54.8% | -86.7% | +31.9% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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