+47.7%
GTLB vs TLN
+583.6%
-535.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.3% |
| 7D | +11.1% | +7.1% | +4.0% | +9.6% |
| 30D | +37.8% | -3.9% | +41.7% | +38.5% |
| 3M | +61.6% | -16.2% | +77.7% | +65.4% |
| 6M | +98.9% | -5.8% | +104.7% | +95.9% |
| YTD | +32.8% | -15.4% | +48.2% | +33.1% |
| 1Y | +14.7% | -16.7% | +31.3% | +14.7% |
| 3Y | +1.3% | +473.8% | -472.4% | -31.8% |
| All | +47.7% | +583.6% | -535.8% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling