+1,133.5%
BE vs GTLB
-50.8%
+1,184.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.4% |
| 7D | +23.9% | -6.6% | +30.5% | +26.1% |
| 30D | +27.8% | +13.7% | +14.1% | +22.2% |
| 3M | +3.7% | +52.9% | -49.2% | -10.1% |
| 6M | +78.0% | +88.5% | -10.5% | +39.8% |
| YTD | +209.9% | +23.4% | +186.5% | +174.5% |
| 1Y | +389.6% | -3.8% | +393.4% | +370.2% |
| 3Y | +1,730.6% | -11.5% | +1,742.1% | +1,555.6% |
| All | +1,133.5% | -50.8% | +1,184.4% | +1,080.3% |
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 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