-34.9%
AUR vs GTLB
-50.8%
+16.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.6% |
| 7D | +11.1% | -6.6% | +17.7% | +14.1% |
| 30D | -6.9% | +13.7% | -20.6% | -12.6% |
| 3M | +5.5% | +52.9% | -47.4% | -13.3% |
| 6M | +41.0% | +88.5% | -47.5% | +3.5% |
| YTD | +69.3% | +23.4% | +45.8% | +47.0% |
| 1Y | +14.0% | -3.8% | +17.9% | +8.4% |
| 3Y | +90.1% | -11.5% | +101.6% | +77.3% |
| All | -34.9% | -50.8% | +16.0% | -39.9% |
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