+111.3%
COST vs GTLB
-50.8%
+162.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -2.8% | -6.6% | +3.8% | -2.3% |
| 30D | -5.3% | +13.7% | -19.0% | -6.2% |
| 3M | -6.7% | +52.9% | -59.6% | -9.7% |
| 6M | -9.9% | +88.5% | -98.4% | -14.7% |
| YTD | +5.1% | +23.4% | -18.3% | +2.7% |
| 1Y | -7.3% | -3.8% | -3.5% | -7.9% |
| 3Y | +70.4% | -11.5% | +81.9% | +65.9% |
| All | +111.3% | -50.8% | +162.2% | +98.9% |
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