+131.8%
ALL vs GTLB
-50.5%
+182.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +2.9% |
| 7D | -0.1% | -10.9% | +10.8% | +0.1% |
| 30D | +13.8% | -15.3% | +29.1% | +14.2% |
| 3M | -2.8% | +14.6% | -17.3% | -3.2% |
| 6M | +23.7% | +79.6% | -55.9% | +21.6% |
| YTD | +27.3% | +24.3% | +2.9% | +26.1% |
| 1Y | +30.5% | +1.0% | +29.5% | +30.0% |
| 3Y | +113.0% | +4.6% | +108.4% | +109.5% |
| 5Y | +157.6% | -63.7% | +221.3% | +144.2% |
| All | +131.8% | -50.5% | +182.3% | +121.2% |
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