+12.6%
GTLB vs Z
-54.2%
+66.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | -3.6% |
| 7D | -9.7% | +10.2% | -19.8% | -13.3% |
| 30D | +1.7% | +23.7% | -22.0% | -8.1% |
| 3M | +43.6% | -6.6% | +50.1% | +46.3% |
| 6M | +113.0% | -23.0% | +136.0% | +129.3% |
| YTD | +39.5% | -50.3% | +89.8% | +61.6% |
| 1Y | +12.6% | -53.6% | +66.2% | +29.7% |
| All | +12.6% | -54.2% | +66.8% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling