+19.2%
AR vs GTLB
-1.8%
+21.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | -1.3% | -4.1% | +2.8% | -1.2% |
| 30D | +3.5% | +12.3% | -8.8% | +3.2% |
| 3M | +9.9% | +65.9% | -56.0% | +8.4% |
| 6M | +4.5% | +104.0% | -99.4% | +3.0% |
| YTD | +13.7% | +26.0% | -12.4% | +11.4% |
| 1Y | +19.2% | -3.5% | +22.7% | +17.4% |
| All | +19.2% | -1.8% | +21.0% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling