+20.1%
COMP vs GTLB
+6.1%
+14.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | +9.5% | -9.7% | +19.1% | +11.9% |
| 30D | +8.1% | +1.7% | +6.4% | +7.5% |
| 3M | -16.3% | +43.6% | -59.9% | -22.7% |
| 6M | +42.2% | +113.0% | -70.8% | +21.5% |
| YTD | -5.0% | +39.5% | -44.6% | -13.6% |
| 1Y | +20.1% | +12.6% | +7.5% | +10.5% |
| All | +20.1% | +6.1% | +14.0% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling