-10.6%
COMP vs GTLB
-49.8%
+39.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.1% |
| 7D | +2.2% | -9.6% | +11.8% | +6.5% |
| 30D | +16.3% | -15.5% | +31.8% | +24.3% |
| 3M | -19.1% | +12.4% | -31.5% | -23.7% |
| 6M | +17.1% | +84.6% | -67.4% | -11.5% |
| YTD | -2.9% | +26.1% | -29.0% | -16.2% |
| 1Y | +8.8% | +1.7% | +7.1% | +2.0% |
| 3Y | +423.5% | +6.1% | +417.4% | +321.1% |
| 5Y | -10.5% | -61.1% | +50.7% | -15.4% |
| All | -10.6% | -49.8% | +39.2% | -19.0% |
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