+53.0%
AMZN vs GTLB
-50.8%
+103.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.4% |
| 7D | -1.0% | -6.6% | +5.6% | +0.4% |
| 30D | -9.2% | +13.7% | -23.0% | -12.1% |
| 3M | +3.4% | +52.9% | -49.5% | -6.5% |
| 6M | +18.2% | +88.5% | -70.3% | +0.5% |
| YTD | +9.3% | +23.4% | -14.1% | +1.5% |
| 1Y | +5.9% | -3.8% | +9.8% | +3.5% |
| 3Y | +82.6% | -11.5% | +94.1% | +71.7% |
| All | +53.0% | -50.8% | +103.8% | +35.9% |
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