+591.0%
ASX vs GTLB
-47.1%
+638.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | 0.0% |
| 7D | -0.7% | +11.1% | -11.8% | -2.6% |
| 30D | +2.0% | +37.8% | -35.8% | -3.7% |
| 3M | -1.3% | +61.6% | -62.9% | -9.8% |
| 6M | +71.4% | +98.9% | -27.5% | +48.9% |
| YTD | +135.3% | +32.8% | +102.6% | +118.7% |
| 1Y | +267.5% | +14.7% | +252.8% | +249.8% |
| 3Y | +388.5% | +1.3% | +387.1% | +358.6% |
| All | +591.0% | -47.1% | +638.1% | +520.6% |
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