+18.0%
ALL vs GTLB
+100.0%
-81.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.6% | -4.4% |
| 7D | -1.9% | -11.1% | +9.1% | -1.8% |
| 30D | +13.8% | -7.5% | +21.3% | +13.5% |
| 3M | -7.0% | +34.8% | -41.8% | -7.9% |
| 6M | +18.0% | +98.0% | -79.9% | +15.0% |
| All | +18.0% | +100.0% | -81.9% | +15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling