+40.2%
GTLB vs TLN
+733.8%
-693.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | -3.5% | +22.3% | -25.8% | -7.2% |
| 30D | -9.0% | +1.2% | -10.2% | -9.5% |
| 3M | +15.9% | +5.9% | +9.9% | +13.5% |
| 6M | +104.9% | +3.2% | +101.6% | +99.1% |
| YTD | +26.0% | +3.2% | +22.8% | +20.5% |
| 1Y | +1.8% | +5.2% | -3.4% | -3.5% |
| 3Y | +6.0% | +606.3% | -600.3% | -31.6% |
| All | +40.2% | +733.8% | -693.6% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling