-6.0%
COMP vs GTLB
-50.0%
+44.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.5% |
| 7D | +14.5% | -9.6% | +24.1% | +19.3% |
| 30D | +14.9% | -14.5% | +29.4% | +22.0% |
| 3M | -14.2% | +20.9% | -35.1% | -21.6% |
| 6M | +23.7% | +81.4% | -57.6% | -5.9% |
| YTD | +2.1% | +25.6% | -23.5% | -11.8% |
| 1Y | +26.2% | +3.4% | +22.8% | +17.4% |
| 3Y | +470.9% | +8.9% | +462.0% | +353.2% |
| 5Y | -14.0% | -64.0% | +50.0% | -17.2% |
| All | -6.0% | -50.0% | +44.0% | -14.7% |
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