+91.8%
AUR vs GTLB
-10.3%
+102.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.4% |
| 7D | +0.2% | -4.1% | +4.2% | +1.6% |
| 30D | -8.9% | +12.3% | -21.2% | -13.8% |
| 3M | +4.6% | +65.9% | -61.3% | -16.4% |
| 6M | +44.9% | +104.0% | -59.1% | +3.0% |
| YTD | +64.8% | +26.0% | +38.8% | +43.8% |
| 1Y | +16.4% | -3.5% | +19.8% | +13.2% |
| All | +91.8% | -10.3% | +102.1% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling