+529.3%
AU vs GTLB
-49.8%
+579.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.4% |
| 7D | -7.0% | -4.1% | -2.9% | -6.8% |
| 30D | +7.3% | +12.3% | -5.0% | +6.6% |
| 3M | +33.2% | +65.9% | -32.7% | +29.9% |
| 6M | -0.6% | +104.0% | -104.6% | -4.3% |
| YTD | +26.2% | +26.0% | +0.1% | +24.4% |
| 1Y | +68.3% | -3.5% | +71.8% | +68.0% |
| 3Y | +592.1% | -9.6% | +601.8% | +581.7% |
| All | +529.3% | -49.8% | +579.1% | +516.3% |
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