-54.5%
GTLB vs URA
+38.3%
-92.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +1.4% |
| 7D | -3.5% | +4.5% | -7.9% | -5.4% |
| 30D | -9.0% | -13.4% | +4.4% | -4.0% |
| 3M | +15.9% | -28.4% | +44.3% | +30.4% |
| 6M | +104.9% | -40.5% | +145.3% | +145.1% |
| YTD | +26.0% | -24.3% | +50.2% | +28.9% |
| 1Y | +1.8% | -28.8% | +30.6% | +6.6% |
| 3Y | +6.0% | +37.6% | -31.6% | -32.3% |
| 5Y | -62.2% | +30.7% | -92.9% | -79.6% |
| All | -54.5% | +38.3% | -92.7% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling