+14.7%
GTLB vs TMF
-15.2%
+29.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +11.1% | -1.4% | +12.5% | +11.5% |
| 30D | +37.8% | -2.8% | +40.6% | +38.6% |
| 3M | +61.6% | -10.9% | +72.5% | +65.7% |
| 6M | +98.9% | -21.3% | +120.2% | +110.8% |
| YTD | +32.8% | -15.9% | +48.7% | +38.1% |
| 1Y | +14.7% | -15.7% | +30.4% | +16.7% |
| All | +14.7% | -15.2% | +29.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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