-52.0%
GTLB vs SPY
+87.1%
-139.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.8% |
| 7D | +11.1% | +0.1% | +10.9% | +10.8% |
| 30D | +37.8% | +0.1% | +37.8% | +38.0% |
| 3M | +61.6% | +2.0% | +59.6% | +54.6% |
| 6M | +98.9% | +13.0% | +85.9% | +53.3% |
| YTD | +32.8% | +13.5% | +19.2% | +1.6% |
| 1Y | +14.7% | +20.0% | -5.3% | -22.2% |
| 3Y | +1.3% | +77.2% | -75.8% | -71.0% |
| All | -52.0% | +87.1% | -139.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling