+46.2%
AR vs GTLB
+7.7%
+38.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +4.5% |
| 7D | -5.8% | -10.9% | +5.1% | -5.0% |
| 30D | +4.8% | -15.3% | +20.1% | +5.9% |
| 3M | +1.5% | +14.6% | -13.0% | +0.2% |
| 6M | +4.7% | +79.6% | -74.9% | -0.2% |
| YTD | +9.2% | +24.3% | -15.1% | +6.6% |
| 1Y | +11.2% | +1.0% | +10.1% | +10.2% |
| 3Y | +46.2% | +4.6% | +41.7% | +39.5% |
| All | +46.2% | +7.7% | +38.5% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling