+596.7%
ASX vs GTLB
-49.8%
+646.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.4% | +5.2% | +6.4% |
| 7D | +0.8% | -9.6% | +10.5% | +2.8% |
| 30D | -20.4% | -15.5% | -4.9% | -18.0% |
| 3M | -2.1% | +12.4% | -14.5% | -4.3% |
| 6M | +8.2% | +84.6% | -76.3% | -4.1% |
| YTD | +137.3% | +26.1% | +111.2% | +122.4% |
| 1Y | +155.0% | +1.7% | +153.3% | +148.6% |
| 3Y | +397.9% | +6.1% | +391.9% | +364.9% |
| 5Y | +529.2% | -61.1% | +590.4% | +476.7% |
| All | +596.7% | -49.8% | +646.5% | +531.1% |
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 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