+19.7%
COMP vs GTLB
+4.0%
+15.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.8% | +12.6% | +11.2% |
| 7D | +13.4% | -11.1% | +24.5% | +16.5% |
| 30D | +11.1% | -7.5% | +18.6% | +13.0% |
| 3M | -18.8% | +34.8% | -53.6% | -24.0% |
| 6M | +10.5% | +98.0% | -87.5% | -3.9% |
| YTD | -3.4% | +28.1% | -31.5% | -10.3% |
| 1Y | +19.7% | +5.6% | +14.1% | +12.5% |
| All | +19.7% | +4.0% | +15.7% | +12.5% |
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