-54.6%
GTLB vs SPY
+83.3%
-137.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -6.6% |
| 7D | -9.6% | +0.1% | -9.7% | -10.0% |
| 30D | -14.5% | -3.3% | -11.1% | -8.8% |
| 3M | +20.9% | -2.4% | +23.3% | +26.6% |
| 6M | +81.4% | +2.6% | +78.8% | +70.9% |
| YTD | +25.6% | +11.2% | +14.3% | -0.4% |
| 1Y | +3.4% | +13.4% | -9.9% | -21.4% |
| 3Y | +8.9% | +79.9% | -71.0% | -70.4% |
| 5Y | -64.0% | +72.2% | -136.2% | -87.8% |
| All | -54.6% | +83.3% | -137.9% | -87.3% |
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