-11.1%
COMP vs GTLB
-49.4%
+38.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | +16.6% | -10.2% | +26.8% | +21.7% |
| 3M | -23.5% | +10.1% | -33.6% | -27.2% |
| 6M | +25.7% | +116.5% | -90.7% | -11.0% |
| YTD | -3.4% | +27.2% | -30.6% | -16.9% |
| 1Y | +7.6% | +8.6% | -1.0% | -1.9% |
| 3Y | +423.6% | +5.6% | +418.0% | +322.5% |
| 5Y | -10.6% | -61.8% | +51.2% | -15.2% |
| All | -11.1% | -49.4% | +38.3% | -19.6% |
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