+409.7%
COMP vs GTLB
+7.7%
+402.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.1% |
| 7D | +7.2% | -10.9% | +18.1% | +10.7% |
| 30D | +6.4% | -15.3% | +21.7% | +11.2% |
| 3M | -19.4% | +14.6% | -34.0% | -22.8% |
| 6M | +14.6% | +79.6% | -65.0% | -3.9% |
| YTD | -5.5% | +24.3% | -29.8% | -13.1% |
| 1Y | +13.7% | +1.0% | +12.6% | +10.4% |
| 3Y | +409.7% | +4.6% | +405.1% | +266.6% |
| All | +409.7% | +7.7% | +402.0% | +266.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling