-54.8%
GTLB vs SPYG
+91.5%
-146.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -2.0% |
| 7D | -5.7% | -0.9% | -4.8% | -4.3% |
| 30D | +15.1% | -1.5% | +16.7% | +18.1% |
| 3M | +65.5% | +3.7% | +61.7% | +54.1% |
| 6M | +102.9% | +16.4% | +86.5% | +52.9% |
| YTD | +25.2% | +13.3% | +11.9% | -1.2% |
| 1Y | -5.5% | +17.9% | -23.4% | -31.0% |
| 3Y | -10.9% | +98.3% | -109.2% | -76.4% |
| All | -54.8% | +91.5% | -146.2% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling