Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • GTLB vs TRI✓SelectedUSD · TRIGTLB vs TRI performance historyLatest closeAs of+2.09%09/10
Stock and ETF performance explorer

GTLB vs TRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-54.5%
TRI return
-9.6%
Excess return
-44.9%
Maximum drawdown
-85.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioTRIExcessAlpha
1D+2.1%-1.3%+3.4%+3.1%
7D-4.1%-14.4%+10.3%+7.2%
30D+12.3%-8.1%+20.4%+18.9%
3M+65.9%+17.5%+48.4%+41.5%
6M+104.0%-5.0%+108.9%+104.9%
YTD+26.0%-24.7%+50.7%+53.6%
1Y-3.5%-41.5%+38.0%+47.3%
3Y-9.6%-20.3%+10.7%-18.8%
All-54.5%-9.6%-44.9%-70.7%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling