+12.0%
AA vs GTLB
-50.0%
+62.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.4% | +8.9% | +4.5% |
| 7D | +1.7% | +4.6% | -2.9% | +0.7% |
| 30D | +3.3% | +21.0% | -17.7% | -0.5% |
| 3M | -29.4% | +51.7% | -81.1% | -35.1% |
| 6M | -12.8% | +89.3% | -102.1% | -24.0% |
| YTD | -2.1% | +25.6% | -27.8% | -8.4% |
| 1Y | +62.8% | -1.5% | +64.3% | +59.0% |
| 3Y | +90.5% | -9.9% | +100.4% | +80.8% |
| All | +12.0% | -50.0% | +62.0% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling