-52.0%
GTLB vs Z
-63.7%
+11.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.3% |
| 7D | +11.1% | -3.0% | +14.1% | +13.0% |
| 30D | +37.8% | -4.2% | +42.0% | +40.9% |
| 3M | +61.6% | -3.7% | +65.3% | +64.2% |
| 6M | +98.9% | -24.5% | +123.4% | +129.6% |
| YTD | +32.8% | -49.3% | +82.1% | +92.2% |
| 1Y | +14.7% | -58.7% | +73.3% | +83.8% |
| 3Y | +1.3% | -34.1% | +35.5% | +10.5% |
| All | -52.0% | -63.7% | +11.7% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling