+13.7%
COMP vs GTLB
+2.0%
+11.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.2% |
| 7D | +7.2% | -10.9% | +18.1% | +10.1% |
| 30D | +6.4% | -15.3% | +21.7% | +10.3% |
| 3M | -19.4% | +14.6% | -34.0% | -21.8% |
| 6M | +14.6% | +79.6% | -65.0% | +1.4% |
| YTD | -5.5% | +24.3% | -29.8% | -11.8% |
| 1Y | +13.7% | +1.0% | +12.6% | +7.2% |
| All | +13.7% | +2.0% | +11.7% | +7.2% |
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