+98.1%
AR vs GTLB
-64.3%
+162.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.0% |
| 3M | +1.5% | +14.6% | -13.0% | +0.1% |
| 6M | +4.7% | +79.6% | -74.9% | -0.6% |
| YTD | +9.2% | +24.3% | -15.1% | +6.2% |
| 1Y | +11.2% | +1.0% | +10.1% | +9.7% |
| 3Y | +46.2% | +4.6% | +41.7% | +40.7% |
| 5Y | +98.1% | -63.7% | +161.8% | +99.4% |
| All | +98.1% | -64.3% | +162.4% | +99.4% |
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 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