+633.0%
ASX vs GTLB
-50.0%
+683.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.4% | +11.5% | +7.0% |
| 7D | +6.3% | +4.6% | +1.7% | +5.3% |
| 30D | +6.4% | +21.0% | -14.6% | +2.7% |
| 3M | +13.1% | +51.7% | -38.6% | +4.4% |
| 6M | +90.3% | +89.3% | +1.0% | +66.5% |
| YTD | +149.6% | +25.6% | +124.0% | +134.0% |
| 1Y | +249.2% | -1.5% | +250.7% | +241.4% |
| 3Y | +445.9% | -9.9% | +455.8% | +422.3% |
| All | +633.0% | -50.0% | +683.0% | +563.9% |
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