-5.5%
GTLB vs TRU
-13.7%
+8.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.1% |
| 7D | -5.7% | -2.7% | -3.0% | -4.3% |
| 30D | +15.1% | -2.0% | +17.2% | +15.9% |
| 3M | +65.5% | +18.4% | +47.0% | +50.2% |
| 6M | +102.9% | +8.9% | +94.0% | +90.9% |
| YTD | +25.2% | -8.9% | +34.1% | +24.0% |
| 1Y | -5.5% | -15.9% | +10.3% | -8.3% |
| All | -5.5% | -13.7% | +8.1% | -8.3% |
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