-55.1%
GTLB vs Z
-69.6%
+14.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | +2.1% |
| 7D | -10.9% | -6.5% | -4.4% | -8.2% |
| 30D | -15.3% | -0.1% | -15.2% | -17.0% |
| 3M | +14.6% | -14.1% | +28.7% | +21.6% |
| 6M | +79.6% | -30.1% | +109.7% | +113.2% |
| YTD | +24.3% | -57.5% | +81.8% | +93.8% |
| 1Y | +1.0% | -60.3% | +61.3% | +61.5% |
| 3Y | +4.6% | -21.0% | +25.6% | -4.7% |
| 5Y | -63.7% | -54.9% | -8.8% | -56.4% |
| All | -55.1% | -69.6% | +14.5% | -40.0% |
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