+14.7%
GTLB vs TLN
-17.2%
+31.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.7% |
| 7D | +11.1% | +7.1% | +4.0% | +10.4% |
| 30D | +37.8% | -3.9% | +41.7% | +37.9% |
| 3M | +61.6% | -16.2% | +77.7% | +62.5% |
| 6M | +98.9% | -5.8% | +104.7% | +94.4% |
| YTD | +32.8% | -15.4% | +48.2% | +31.7% |
| 1Y | +14.7% | -16.7% | +31.3% | +14.8% |
| All | +14.7% | -17.2% | +31.8% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling