+9.8%
AA vs GTLB
-50.8%
+60.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.6% |
| 7D | -0.6% | -6.6% | +5.9% | +0.5% |
| 30D | -1.6% | +13.7% | -15.3% | -4.1% |
| 3M | -29.8% | +52.9% | -82.7% | -35.5% |
| 6M | -16.6% | +88.5% | -105.1% | -27.2% |
| YTD | -4.0% | +23.4% | -27.5% | -9.9% |
| 1Y | +63.5% | -3.8% | +67.3% | +60.4% |
| 3Y | +86.8% | -11.5% | +98.3% | +77.8% |
| All | +9.8% | -50.8% | +60.7% | +3.4% |
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