-9.9%
GTLB vs TLN
+494.5%
-504.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.1% | -5.9% |
| 7D | +4.6% | +10.9% | -6.3% | +2.4% |
| 30D | +21.0% | -6.3% | +27.3% | +22.2% |
| 3M | +51.7% | -10.7% | +62.4% | +53.1% |
| 6M | +89.3% | +1.6% | +87.7% | +83.0% |
| YTD | +25.6% | -13.1% | +38.7% | +25.1% |
| 1Y | -1.5% | -15.1% | +13.5% | -1.9% |
| 3Y | -9.9% | +495.0% | -504.9% | -48.4% |
| All | -9.9% | +494.5% | -504.4% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling