+4.9%
AA vs GTLB
+3.8%
+1.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -1.8% |
| 7D | +0.5% | -0.7% | +1.3% | +0.5% |
| 30D | -0.6% | -10.2% | +9.6% | -0.5% |
| 3M | -19.7% | +10.1% | -29.8% | -19.7% |
| 6M | -41.6% | +116.5% | -158.0% | -41.8% |
| YTD | -24.6% | +27.2% | -51.8% | -25.3% |
| 1Y | +4.9% | +8.6% | -3.7% | +2.5% |
| All | +4.9% | +3.8% | +1.1% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling