-12.1%
GTLB vs TAP
-33.0%
+20.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | -6.6% | -5.1% | -1.5% | -6.1% |
| 30D | +13.7% | -8.4% | +22.2% | +14.6% |
| 3M | +52.9% | -3.9% | +56.8% | +53.6% |
| 6M | +88.5% | -14.4% | +102.9% | +90.4% |
| YTD | +23.4% | -14.7% | +38.2% | +24.3% |
| 1Y | -3.8% | -18.7% | +14.9% | -2.6% |
| All | -12.1% | -33.0% | +20.9% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling