-3.5%
GTLB vs SPY
+17.2%
-20.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.6% |
| 7D | -4.1% | -2.0% | -2.1% | -2.3% |
| 30D | +12.3% | -1.7% | +14.0% | +14.1% |
| 3M | +65.9% | +4.7% | +61.2% | +59.9% |
| 6M | +104.0% | +12.5% | +91.5% | +84.0% |
| YTD | +26.0% | +11.7% | +14.3% | +15.4% |
| 1Y | -3.5% | +17.5% | -21.0% | -14.0% |
| All | -3.5% | +17.2% | -20.7% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling