+22.6%
D vs GTLB
+6.1%
+16.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +8.5% | -9.7% | +18.2% | +8.0% |
| 30D | +14.3% | +1.7% | +12.6% | +14.4% |
| 3M | +1.8% | +43.6% | -41.8% | +3.9% |
| 6M | +13.0% | +113.0% | -99.9% | +17.8% |
| YTD | +22.7% | +39.5% | -16.8% | +24.3% |
| 1Y | +22.6% | +12.6% | +10.0% | +23.5% |
| All | +22.6% | +6.1% | +16.5% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling