+84.6%
GTLB vs SPY
+3.7%
+80.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.1% |
| 7D | -9.6% | -0.9% | -8.7% | -8.3% |
| 30D | -15.5% | -2.4% | -13.2% | -13.0% |
| 3M | +12.4% | -1.2% | +13.5% | +14.6% |
| 6M | +84.6% | +3.3% | +81.3% | +85.1% |
| All | +84.6% | +3.7% | +80.9% | +85.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling