-10.9%
AA vs GTLB
-49.8%
+38.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.2% | +2.4% |
| 7D | +1.1% | -9.6% | +10.8% | +2.9% |
| 30D | -1.3% | -15.5% | +14.3% | +1.5% |
| 3M | -23.9% | +12.4% | -36.3% | -26.0% |
| 6M | -36.8% | +84.6% | -121.4% | -44.5% |
| YTD | -22.2% | +26.1% | -48.3% | -27.4% |
| 1Y | +10.4% | +1.7% | +8.7% | +6.9% |
| 3Y | +72.0% | +6.1% | +65.9% | +58.2% |
| 5Y | -15.6% | -61.1% | +45.5% | -18.2% |
| All | -10.9% | -49.8% | +38.9% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling