+1,163.2%
BE vs GTLB
-50.1%
+1,213.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.3% | +6.9% |
| 7D | +9.0% | -5.7% | +14.7% | +10.6% |
| 30D | +16.3% | +15.1% | +1.1% | +10.9% |
| 3M | +10.8% | +65.5% | -54.7% | -6.3% |
| 6M | +73.2% | +102.9% | -29.7% | +33.0% |
| YTD | +217.4% | +25.2% | +192.1% | +179.9% |
| 1Y | +309.8% | -5.5% | +315.3% | +295.8% |
| 3Y | +1,726.2% | -10.9% | +1,737.0% | +1,548.7% |
| All | +1,163.2% | -50.1% | +1,213.3% | +1,103.5% |
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