+137.6%
ALL vs GTLB
-49.4%
+186.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +5.0% | -0.7% | +5.8% | +5.1% |
| 30D | +13.3% | -10.2% | +23.5% | +13.6% |
| 3M | +3.2% | +10.1% | -6.9% | +2.8% |
| 6M | +25.3% | +116.5% | -91.1% | +22.8% |
| YTD | +30.5% | +27.2% | +3.3% | +29.2% |
| 1Y | +29.2% | +8.6% | +20.6% | +28.4% |
| 3Y | +119.1% | +5.6% | +113.5% | +115.5% |
| 5Y | +162.6% | -61.8% | +224.4% | +149.1% |
| All | +137.6% | -49.4% | +186.9% | +126.6% |
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