+825.0%
BE vs GTLB
-49.8%
+874.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +20.5% | -3.5% | +24.0% | +21.7% |
| 30D | -23.4% | -9.0% | -14.4% | -21.2% |
| 3M | -14.9% | +15.9% | -30.7% | -19.1% |
| 6M | -28.1% | +104.9% | -132.9% | -43.9% |
| YTD | +132.4% | +26.0% | +106.4% | +104.1% |
| 1Y | +59.4% | +1.8% | +57.6% | +50.6% |
| 3Y | +1,815.8% | +6.0% | +1,809.9% | +1,528.8% |
| 5Y | +491.3% | -62.2% | +553.5% | +471.9% |
| All | +825.0% | -49.8% | +874.8% | +777.7% |
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