+1.9%
GTLB vs TAP
-12.8%
+14.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -9.6% | -8.0% | -1.6% | -9.2% |
| 30D | -15.5% | +4.1% | -19.6% | -15.9% |
| 3M | +12.4% | -4.4% | +16.7% | +12.4% |
| 6M | +84.6% | -1.9% | +86.5% | +84.8% |
| YTD | +26.1% | -12.1% | +38.1% | +22.7% |
| All | +1.9% | -12.8% | +14.6% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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