-9.9%
GTLB vs URA
+121.0%
-130.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.1% | -8.5% | -6.0% |
| 7D | +4.6% | +8.1% | -3.5% | +2.9% |
| 30D | +21.0% | +5.8% | +15.2% | +19.4% |
| 3M | +51.7% | +3.4% | +48.3% | +50.1% |
| 6M | +89.3% | -2.6% | +91.9% | +86.9% |
| YTD | +25.6% | +11.2% | +14.5% | +17.8% |
| 1Y | -1.5% | +19.8% | -21.4% | -12.5% |
| 3Y | -9.9% | +121.5% | -131.4% | -37.4% |
| All | -9.9% | +121.0% | -130.9% | -37.4% |
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