+125.1%
ALL vs GTLB
-50.8%
+175.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.1% |
| 7D | -2.2% | -6.6% | +4.4% | -2.1% |
| 30D | -5.6% | +13.7% | -19.3% | -5.9% |
| 3M | +17.2% | +52.9% | -35.7% | +15.9% |
| 6M | +23.2% | +88.5% | -65.2% | +21.1% |
| YTD | +23.6% | +23.4% | +0.2% | +22.6% |
| 1Y | +29.2% | -3.8% | +33.0% | +28.8% |
| 3Y | +153.8% | -11.5% | +165.3% | +151.1% |
| All | +125.1% | -50.8% | +175.9% | +115.0% |
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