+166.1%
B vs GTLB
+12.7%
+153.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.6% |
| 7D | +9.6% | -11.1% | +20.7% | +10.2% |
| 30D | +3.5% | -7.5% | +11.0% | +3.9% |
| 3M | -1.6% | +34.8% | -36.4% | -3.1% |
| 6M | -1.7% | +98.0% | -99.6% | -5.1% |
| YTD | -5.3% | +28.1% | -33.5% | -6.3% |
| 1Y | +27.2% | +5.6% | +21.7% | +27.5% |
| 3Y | +166.1% | +15.9% | +150.2% | +166.2% |
| All | +166.1% | +12.7% | +153.4% | +166.2% |
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