-54.8%
GTLB vs TDY
+41.6%
-96.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.6% |
| 7D | -5.7% | -1.1% | -4.6% | -4.9% |
| 30D | +15.1% | -12.0% | +27.2% | +26.3% |
| 3M | +65.5% | -3.2% | +68.7% | +67.1% |
| 6M | +102.9% | -7.9% | +110.8% | +109.7% |
| YTD | +25.2% | +18.2% | +7.0% | +0.4% |
| 1Y | -5.5% | +6.7% | -12.2% | -16.8% |
| 3Y | -10.9% | +47.5% | -58.4% | -45.5% |
| All | -54.8% | +41.6% | -96.4% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling