+398.8%
HL vs GTLB
-10.3%
+409.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.3% |
| 7D | -5.6% | -4.1% | -1.5% | -5.0% |
| 30D | +12.7% | +12.3% | +0.4% | +10.6% |
| 3M | +42.5% | +65.9% | -23.4% | +31.8% |
| 6M | -9.0% | +104.0% | -113.0% | -19.3% |
| YTD | +4.4% | +26.0% | -21.6% | +0.6% |
| 1Y | +82.7% | -3.5% | +86.2% | +84.4% |
| All | +398.8% | -10.3% | +409.1% | +391.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling