-55.4%
GTLB vs SPYG
+91.5%
-146.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.1% |
| 7D | -6.6% | +0.3% | -6.9% | -7.1% |
| 30D | +13.7% | -1.7% | +15.4% | +17.0% |
| 3M | +52.9% | +3.6% | +49.3% | +42.7% |
| 6M | +88.5% | +16.6% | +71.9% | +41.8% |
| YTD | +23.4% | +13.4% | +10.1% | -2.6% |
| 1Y | -3.8% | +19.6% | -23.4% | -31.5% |
| 3Y | -11.5% | +99.8% | -111.3% | -76.9% |
| All | -55.4% | +91.5% | -146.9% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling