-3.1%
COMP vs GTLB
-47.1%
+44.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.1% |
| 7D | +1.4% | +11.1% | -9.7% | -3.2% |
| 30D | -13.3% | +37.8% | -51.1% | -24.6% |
| 3M | +41.1% | +61.6% | -20.5% | +14.4% |
| 6M | +17.2% | +98.9% | -81.7% | -15.4% |
| YTD | +5.2% | +32.8% | -27.6% | -10.6% |
| 1Y | +18.9% | +14.7% | +4.3% | +5.1% |
| 3Y | +215.9% | +1.3% | +214.6% | +161.0% |
| All | -3.1% | -47.1% | +44.0% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling