+101.3%
AR vs GTLB
-47.1%
+148.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +2.5% | +11.1% | -8.6% | +1.6% |
| 30D | +14.8% | +37.8% | -23.0% | +11.8% |
| 3M | +6.2% | +61.6% | -55.3% | +2.0% |
| 6M | +4.3% | +98.9% | -94.6% | -1.8% |
| YTD | +14.4% | +32.8% | -18.4% | +10.8% |
| 1Y | +21.3% | +14.7% | +6.7% | +18.6% |
| 3Y | +39.8% | +1.3% | +38.5% | +34.9% |
| All | +101.3% | -47.1% | +148.4% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling