-54.5%
GTLB vs TRU
-30.2%
-24.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -4.1% | -9.4% | +5.3% | +2.8% |
| 30D | +12.3% | -4.1% | +16.4% | +15.3% |
| 3M | +65.9% | +13.6% | +52.3% | +49.3% |
| 6M | +104.0% | +3.6% | +100.4% | +94.8% |
| YTD | +26.0% | -9.8% | +35.8% | +32.9% |
| 1Y | -3.5% | -13.6% | +10.2% | +3.0% |
| 3Y | -9.6% | -2.0% | -7.7% | -17.7% |
| All | -54.5% | -30.2% | -24.3% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling