+132.0%
C vs GTLB
-49.8%
+181.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | +0.3% | -4.1% | +4.3% | +0.7% |
| 30D | +2.0% | +12.3% | -10.3% | +0.7% |
| 3M | +4.4% | +65.9% | -61.5% | -1.3% |
| 6M | +28.3% | +104.0% | -75.6% | +18.1% |
| YTD | +20.5% | +26.0% | -5.5% | +16.3% |
| 1Y | +45.5% | -3.5% | +49.0% | +43.8% |
| 3Y | +274.0% | -9.6% | +283.7% | +262.4% |
| All | +132.0% | -49.8% | +181.8% | +112.9% |
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