+95.1%
AR vs GTLB
-49.8%
+144.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.4% |
| 7D | +2.1% | -9.6% | +11.7% | +2.9% |
| 30D | +4.5% | -15.5% | +20.0% | +5.7% |
| 3M | +1.0% | +12.4% | -11.4% | -0.2% |
| 6M | +4.4% | +84.6% | -80.1% | -1.1% |
| YTD | +10.9% | +26.1% | -15.2% | +7.7% |
| 1Y | +8.6% | +1.7% | +6.9% | +7.1% |
| 3Y | +48.5% | +6.1% | +42.4% | +42.7% |
| 5Y | +95.7% | -61.1% | +156.9% | +92.9% |
| All | +95.1% | -49.8% | +144.9% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling