-5.5%
GTLB vs SPYG
+17.9%
-23.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | -5.7% | -0.9% | -4.8% | -5.2% |
| 30D | +15.1% | -1.5% | +16.7% | +16.3% |
| 3M | +65.5% | +3.7% | +61.7% | +61.8% |
| 6M | +102.9% | +16.4% | +86.5% | +82.9% |
| YTD | +25.2% | +13.3% | +11.9% | +15.9% |
| 1Y | -5.5% | +17.9% | -23.4% | -11.7% |
| All | -5.5% | +17.9% | -23.4% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling