+56.7%
AMZN vs GTLB
-47.1%
+103.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | -3.0% | +11.1% | -14.0% | -5.3% |
| 30D | -5.2% | +37.8% | -43.0% | -12.0% |
| 3M | +1.9% | +61.6% | -59.7% | -9.0% |
| 6M | +19.2% | +98.9% | -79.7% | +0.3% |
| YTD | +12.0% | +32.8% | -20.8% | +2.4% |
| 1Y | +9.7% | +14.7% | -5.0% | +2.9% |
| 3Y | +87.2% | +1.3% | +85.8% | +70.8% |
| All | +56.7% | -47.1% | +103.8% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling