+1,784.6%
BE vs GTLB
-8.4%
+1,793.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -5.4% | +15.0% | +10.3% |
| 7D | +29.8% | +4.6% | +25.2% | +28.8% |
| 30D | +26.4% | +21.0% | +5.4% | +22.4% |
| 3M | +9.3% | +51.7% | -42.4% | +1.6% |
| 6M | +105.1% | +89.3% | +15.8% | +79.1% |
| YTD | +219.0% | +25.6% | +193.4% | +207.2% |
| 1Y | +418.8% | -1.5% | +420.3% | +437.8% |
| 3Y | +1,784.6% | -9.9% | +1,794.5% | +1,608.1% |
| All | +1,784.6% | -8.4% | +1,793.0% | +1,608.1% |
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 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