-19.7%
COMP vs GTLB
-48.0%
+28.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -6.5% | -1.7% | -5.5% |
| 7D | -1.8% | -13.5% | +11.7% | +4.2% |
| 30D | -0.8% | -5.1% | +4.4% | +1.1% |
| 3M | -28.1% | +35.5% | -63.6% | -37.4% |
| 6M | +27.0% | +97.2% | -70.2% | -7.0% |
| YTD | -12.8% | +30.5% | -43.3% | -25.7% |
| 1Y | +4.9% | +6.9% | -2.0% | -3.6% |
| 3Y | +321.0% | +15.7% | +305.4% | +225.5% |
| 5Y | -25.6% | -60.3% | +34.8% | -30.3% |
| All | -19.7% | -48.0% | +28.3% | -28.1% |
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