-13.0%
COMP vs GTLB
-50.5%
+37.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.0% |
| 7D | +7.2% | -10.9% | +18.1% | +12.4% |
| 30D | +6.4% | -15.3% | +21.7% | +13.5% |
| 3M | -19.4% | +14.6% | -34.0% | -24.6% |
| 6M | +14.6% | +79.6% | -65.0% | -12.5% |
| YTD | -5.5% | +24.3% | -29.8% | -17.9% |
| 1Y | +13.7% | +1.0% | +12.6% | +6.8% |
| 3Y | +409.7% | +4.6% | +405.1% | +312.3% |
| 5Y | -17.0% | -63.7% | +46.7% | -20.1% |
| All | -13.0% | -50.5% | +37.5% | -20.7% |
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 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