-60.1%
GTLB vs SPY
+72.1%
-132.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.7% |
| 7D | -0.7% | +2.6% | -3.3% | -5.8% |
| 30D | -10.2% | -2.0% | -8.2% | -6.8% |
| 3M | +10.1% | -2.8% | +12.9% | +16.0% |
| 6M | +116.5% | +2.1% | +114.3% | +105.8% |
| YTD | +27.2% | +11.5% | +15.7% | +0.5% |
| 1Y | +8.6% | +13.5% | -4.9% | -17.6% |
| 3Y | +5.6% | +77.7% | -72.1% | -70.4% |
| All | -60.1% | +72.1% | -132.2% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling