+99.8%
AR vs GTLB
-50.8%
+150.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | -1.2% | -6.6% | +5.4% | -0.7% |
| 30D | +5.5% | +13.7% | -8.2% | +4.3% |
| 3M | +12.9% | +52.9% | -40.0% | +8.9% |
| 6M | +0.1% | +88.5% | -88.4% | -5.4% |
| YTD | +13.5% | +23.4% | -9.9% | +10.6% |
| 1Y | +21.6% | -3.8% | +25.4% | +20.5% |
| 3Y | +46.0% | -11.5% | +57.5% | +42.4% |
| All | +99.8% | -50.8% | +150.6% | +96.1% |
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