+105.5%
C vs GTLB
-50.0%
+155.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.7% |
| 7D | -0.9% | -9.6% | +8.7% | +0.1% |
| 30D | -5.4% | -14.5% | +9.1% | -4.0% |
| 3M | -9.2% | +20.9% | -30.1% | -11.1% |
| 6M | -1.8% | +81.4% | -83.2% | -8.3% |
| YTD | +6.7% | +25.6% | -18.9% | +2.9% |
| 1Y | +23.5% | +3.4% | +20.1% | +21.3% |
| 3Y | +219.8% | +8.9% | +210.9% | +204.9% |
| 5Y | +112.4% | -64.0% | +176.4% | +96.1% |
| All | +105.5% | -50.0% | +155.5% | +88.4% |
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