+96.9%
AU vs GTLB
+14.4%
+82.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -3.6% | +11.1% | -14.7% | -4.0% |
| 30D | +23.9% | +37.8% | -13.9% | +22.0% |
| 3M | +19.1% | +61.6% | -42.5% | +16.7% |
| 6M | -0.2% | +98.9% | -99.1% | -1.7% |
| YTD | +32.5% | +32.8% | -0.3% | +39.0% |
| 1Y | +96.9% | +14.7% | +82.3% | +113.6% |
| All | +96.9% | +14.4% | +82.5% | +113.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling