-52.0%
GTLB vs TAP
+3.6%
-55.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +11.1% | -2.3% | +13.4% | +11.4% |
| 30D | +37.8% | -2.1% | +39.9% | +38.2% |
| 3M | +61.6% | +6.6% | +55.0% | +60.2% |
| 6M | +98.9% | -11.5% | +110.4% | +101.8% |
| YTD | +32.8% | -10.3% | +43.0% | +33.9% |
| 1Y | +14.7% | -14.4% | +29.0% | +16.5% |
| 3Y | +1.3% | -28.3% | +29.6% | +4.7% |
| All | -52.0% | +3.6% | -55.6% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling