+107.5%
ALL vs GTLB
+12.7%
+94.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.6% | -4.5% |
| 7D | -1.9% | -11.1% | +9.1% | -1.9% |
| 30D | +13.8% | -7.5% | +21.3% | +13.8% |
| 3M | -7.0% | +34.8% | -41.8% | -7.2% |
| 6M | +18.0% | +98.0% | -79.9% | +17.5% |
| YTD | +24.2% | +28.1% | -3.9% | +23.6% |
| 1Y | +31.2% | +5.6% | +25.6% | +30.7% |
| 3Y | +107.5% | +15.9% | +91.6% | +111.1% |
| All | +107.5% | +12.7% | +94.8% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling