-54.1%
GTLB vs Z
-68.7%
+14.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | -1.0% |
| 7D | -0.7% | +0.8% | -1.6% | -1.5% |
| 30D | -10.2% | +5.2% | -15.4% | -14.5% |
| 3M | +10.1% | -17.0% | +27.1% | +19.2% |
| 6M | +116.5% | -22.7% | +139.1% | +142.1% |
| YTD | +27.2% | -56.3% | +83.5% | +95.1% |
| 1Y | +8.6% | -57.7% | +66.2% | +66.9% |
| 3Y | +5.6% | -16.5% | +22.1% | -7.1% |
| 5Y | -61.8% | -53.4% | -8.4% | -54.9% |
| All | -54.1% | -68.7% | +14.7% | -39.6% |
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