-62.1%
GTLB vs TAP
-1.1%
-61.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -9.6% | -8.0% | -1.6% | -8.5% |
| 30D | -15.5% | +4.1% | -19.6% | -16.2% |
| 3M | +12.4% | -4.4% | +16.7% | +12.9% |
| 6M | +84.6% | -1.9% | +86.5% | +84.6% |
| YTD | +26.1% | -12.1% | +38.1% | +27.5% |
| 1Y | +1.7% | -12.0% | +13.7% | +2.7% |
| 3Y | +6.1% | -25.0% | +31.1% | +8.4% |
| All | -62.1% | -1.1% | -61.1% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling