-54.8%
GTLB vs TRI
-8.0%
-46.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.9% |
| 7D | -5.7% | -7.9% | +2.2% | +0.1% |
| 30D | +15.1% | -4.5% | +19.6% | +18.4% |
| 3M | +65.5% | +22.1% | +43.4% | +37.1% |
| 6M | +102.9% | -2.8% | +105.7% | +100.3% |
| YTD | +25.2% | -23.4% | +48.6% | +50.7% |
| 1Y | -5.5% | -41.5% | +36.0% | +44.9% |
| 3Y | -10.9% | -19.2% | +8.3% | -20.6% |
| All | -54.8% | -8.0% | -46.7% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling