-10.9%
GTLB vs TDY
+46.9%
-57.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | -5.7% | -1.1% | -4.6% | -5.2% |
| 30D | +15.1% | -12.0% | +27.2% | +21.4% |
| 3M | +65.5% | -3.2% | +68.7% | +66.2% |
| 6M | +102.9% | -7.9% | +110.8% | +107.2% |
| YTD | +25.2% | +18.2% | +7.0% | +6.6% |
| 1Y | -5.5% | +6.7% | -12.2% | -13.2% |
| 3Y | -10.9% | +47.5% | -58.4% | -39.3% |
| All | -10.9% | +46.9% | -57.8% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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