+533.0%
ASX vs GTLB
-50.0%
+583.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.0% | +10.6% | +9.0% |
| 7D | -12.3% | -9.6% | -2.7% | -10.6% |
| 30D | -26.0% | -14.5% | -11.5% | -23.9% |
| 3M | -8.1% | +20.9% | -29.0% | -11.3% |
| 6M | +1.4% | +81.4% | -80.0% | -9.9% |
| YTD | +115.6% | +25.6% | +90.0% | +102.2% |
| 1Y | +128.0% | +3.4% | +124.6% | +121.5% |
| 3Y | +371.4% | +8.9% | +362.5% | +338.2% |
| 5Y | +469.4% | -64.0% | +533.4% | +424.5% |
| All | +533.0% | -50.0% | +583.0% | +473.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling