-54.5%
GTLB vs SPYG
+89.9%
-144.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.5% |
| 7D | -4.1% | -1.8% | -2.3% | -1.2% |
| 30D | +12.3% | -1.9% | +14.3% | +16.0% |
| 3M | +65.9% | +5.2% | +60.8% | +50.9% |
| 6M | +104.0% | +15.6% | +88.4% | +55.6% |
| YTD | +26.0% | +12.4% | +13.6% | +0.8% |
| 1Y | -3.5% | +17.5% | -20.9% | -29.2% |
| 3Y | -9.6% | +98.1% | -107.7% | -76.1% |
| All | -54.5% | +89.9% | -144.4% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling