-3.5%
GTLB vs TLN
-23.2%
+19.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.3% |
| 7D | -4.1% | +2.0% | -6.0% | -4.3% |
| 30D | +12.3% | -12.9% | +25.3% | +13.4% |
| 3M | +65.9% | -7.4% | +73.3% | +64.1% |
| 6M | +104.0% | -6.0% | +110.0% | +99.1% |
| YTD | +26.0% | -16.9% | +42.9% | +25.1% |
| 1Y | -3.5% | -22.6% | +19.1% | -2.5% |
| All | -3.5% | -23.2% | +19.7% | -2.5% |
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