+12.6%
GTLB vs TLN
-17.6%
+30.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.5% | +0.4% |
| 7D | -9.7% | -6.0% | -3.6% | -9.4% |
| 30D | +1.7% | -1.5% | +3.2% | +1.6% |
| 3M | +43.6% | -3.9% | +47.4% | +43.1% |
| 6M | +113.0% | -15.0% | +128.0% | +111.7% |
| YTD | +39.5% | -12.8% | +52.4% | +37.4% |
| 1Y | +12.6% | -17.3% | +29.9% | +10.2% |
| All | +12.6% | -17.6% | +30.2% | +10.2% |
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