+14.7%
GTLB vs TRU
-7.3%
+22.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.0% | +4.0% |
| 7D | +11.1% | -6.8% | +17.8% | +14.7% |
| 30D | +37.8% | 0.0% | +37.8% | +37.3% |
| 3M | +61.6% | +13.3% | +48.3% | +49.9% |
| 6M | +98.9% | +3.4% | +95.5% | +91.3% |
| YTD | +32.8% | -6.4% | +39.2% | +30.3% |
| 1Y | +14.7% | -9.7% | +24.4% | +11.0% |
| All | +14.7% | -7.3% | +22.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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