+40.2%
GTLB vs TLN
+571.8%
-531.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.6% |
| 7D | -4.1% | +2.0% | -6.0% | -4.5% |
| 30D | +12.3% | -12.9% | +25.3% | +15.1% |
| 3M | +65.9% | -7.4% | +73.3% | +65.7% |
| 6M | +104.0% | -6.0% | +110.0% | +100.8% |
| YTD | +26.0% | -16.9% | +42.9% | +26.7% |
| 1Y | -3.5% | -22.6% | +19.1% | -1.7% |
| 3Y | -9.6% | +469.0% | -478.7% | -39.0% |
| All | +40.2% | +571.8% | -531.6% | +11.7% |
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