+1.8%
GTLB vs TLN
+3.1%
-1.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -3.5% | +22.3% | -25.8% | -4.4% |
| 30D | -9.0% | +1.2% | -10.2% | -9.1% |
| 3M | +15.9% | +5.9% | +9.9% | +15.2% |
| 6M | +104.9% | +3.2% | +101.6% | +101.8% |
| YTD | +26.0% | +3.2% | +22.8% | +22.9% |
| 1Y | +1.8% | +5.2% | -3.4% | -1.1% |
| All | +1.8% | +3.1% | -1.3% | -1.1% |
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