+146.8%
B vs GTLB
-50.0%
+196.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.3% |
| 7D | +11.3% | -9.6% | +20.9% | +11.8% |
| 30D | +2.9% | -14.5% | +17.4% | +3.6% |
| 3M | -2.9% | +20.9% | -23.8% | -3.7% |
| 6M | -1.2% | +81.4% | -82.6% | -3.9% |
| YTD | -1.3% | +25.6% | -26.9% | -2.6% |
| 1Y | +30.4% | +3.4% | +27.0% | +29.8% |
| 3Y | +195.3% | +8.9% | +186.4% | +189.9% |
| 5Y | +146.2% | -64.0% | +210.2% | +139.2% |
| All | +146.8% | -50.0% | +196.8% | +143.3% |
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