-10.3%
GTLB vs TRI
-20.3%
+10.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.8% |
| 7D | -4.1% | -14.4% | +10.3% | +4.0% |
| 30D | +12.3% | -8.1% | +20.4% | +17.2% |
| 3M | +65.9% | +17.5% | +48.4% | +49.0% |
| 6M | +104.0% | -5.0% | +108.9% | +103.6% |
| YTD | +26.0% | -24.7% | +50.7% | +38.3% |
| 1Y | -3.5% | -41.5% | +38.0% | +18.3% |
| All | -10.3% | -20.3% | +10.0% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling