+121.0%
B vs GTLB
-49.8%
+170.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.2% | -3.5% | -2.7% | -6.1% |
| 30D | -6.6% | -9.0% | +2.4% | -6.3% |
| 3M | -7.9% | +15.9% | -23.7% | -8.5% |
| 6M | -16.8% | +104.9% | -121.7% | -19.4% |
| YTD | -11.7% | +26.0% | -37.7% | -12.8% |
| 1Y | +3.5% | +1.8% | +1.7% | +3.0% |
| 3Y | +165.7% | +6.0% | +159.7% | +161.1% |
| 5Y | +108.4% | -62.2% | +170.6% | +103.0% |
| All | +121.0% | -49.8% | +170.8% | +117.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling