+111.3%
COST vs GTLB
-49.8%
+161.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -2.5% | -4.1% | +1.6% | -2.2% |
| 30D | -4.4% | +12.3% | -16.8% | -5.3% |
| 3M | -8.1% | +65.9% | -74.0% | -11.6% |
| 6M | -9.2% | +104.0% | -113.2% | -14.6% |
| YTD | +5.1% | +26.0% | -20.9% | +2.5% |
| 1Y | -5.1% | -3.5% | -1.6% | -5.7% |
| 3Y | +70.4% | -9.6% | +80.0% | +65.6% |
| All | +111.3% | -49.8% | +161.1% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling