-54.5%
GTLB vs Z
-67.2%
+12.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +3.7% |
| 7D | -4.1% | -11.6% | +7.5% | +2.9% |
| 30D | +12.3% | -8.5% | +20.8% | +18.1% |
| 3M | +65.9% | -7.9% | +73.8% | +73.0% |
| 6M | +104.0% | -29.1% | +133.0% | +143.7% |
| YTD | +26.0% | -54.2% | +80.2% | +93.4% |
| 1Y | -3.5% | -63.5% | +60.1% | +66.4% |
| 3Y | -9.6% | -38.6% | +29.0% | +2.2% |
| All | -54.5% | -67.2% | +12.7% | -40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling