-63.2%
GTLB vs URA
+25.3%
-88.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -3.6% |
| 7D | -11.1% | -4.1% | -7.0% | -9.6% |
| 30D | -7.5% | -19.0% | +11.5% | +0.5% |
| 3M | +34.8% | -25.1% | +59.9% | +50.0% |
| 6M | +98.0% | -44.5% | +142.5% | +146.5% |
| YTD | +28.1% | -24.3% | +52.5% | +31.3% |
| 1Y | +5.6% | -28.1% | +33.7% | +10.1% |
| 3Y | +15.9% | +40.7% | -24.7% | -29.2% |
| All | -63.2% | +25.3% | -88.6% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling