-54.6%
GTLB vs Z
-66.0%
+11.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.4% | +1.1% | -1.6% |
| 7D | +4.6% | -3.3% | +7.8% | +6.7% |
| 30D | +21.0% | -3.7% | +24.7% | +23.7% |
| 3M | +51.7% | -7.0% | +58.7% | +57.4% |
| 6M | +89.3% | -29.5% | +118.8% | +127.3% |
| YTD | +25.6% | -52.6% | +78.2% | +89.1% |
| 1Y | -1.5% | -64.0% | +62.5% | +71.2% |
| 3Y | -9.9% | -36.4% | +26.5% | -0.1% |
| All | -54.6% | -66.0% | +11.4% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling