-10.3%
GTLB vs SPYG
+96.8%
-107.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.1% |
| 7D | -4.1% | -1.8% | -2.3% | -2.0% |
| 30D | +12.3% | -1.9% | +14.3% | +15.0% |
| 3M | +65.9% | +5.2% | +60.8% | +55.2% |
| 6M | +104.0% | +15.6% | +88.4% | +68.1% |
| YTD | +26.0% | +12.4% | +13.6% | +7.8% |
| 1Y | -3.5% | +17.5% | -20.9% | -22.5% |
| All | -10.3% | +96.8% | -107.1% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling