+161.3%
B vs GTLB
-47.1%
+208.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -1.6% | +11.1% | -12.6% | -2.0% |
| 30D | +9.4% | +37.8% | -28.4% | +7.9% |
| 3M | +5.0% | +61.6% | -56.6% | +2.8% |
| 6M | -3.5% | +98.9% | -102.5% | -6.6% |
| YTD | +4.5% | +32.8% | -28.3% | +2.9% |
| 1Y | +67.8% | +14.7% | +53.1% | +66.2% |
| 3Y | +196.7% | +1.3% | +195.4% | +191.9% |
| All | +161.3% | -47.1% | +208.5% | +157.1% |
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 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