+157.5%
B vs GTLB
-50.0%
+207.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -1.2% |
| 7D | +2.3% | +4.6% | -2.2% | +2.1% |
| 30D | +1.4% | +21.0% | -19.6% | +0.5% |
| 3M | +12.2% | +51.7% | -39.5% | +10.1% |
| 6M | -2.1% | +89.3% | -91.4% | -5.0% |
| YTD | +2.9% | +25.6% | -22.7% | +1.6% |
| 1Y | +55.3% | -1.5% | +56.8% | +54.9% |
| 3Y | +198.7% | -9.9% | +208.6% | +195.2% |
| All | +157.5% | -50.0% | +207.5% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling