+11.1%
GTLB vs URA
+41.0%
-29.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.7% |
| 7D | -11.1% | -4.1% | -7.0% | -10.3% |
| 30D | -7.5% | -19.0% | +11.5% | -3.7% |
| 3M | +34.8% | -25.1% | +59.9% | +41.9% |
| 6M | +98.0% | -44.5% | +142.5% | +121.3% |
| YTD | +28.1% | -24.3% | +52.5% | +28.9% |
| 1Y | +5.6% | -28.1% | +33.7% | +7.4% |
| All | +11.1% | +41.0% | -29.9% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling