+15.1%
D vs GTLB
-49.4%
+64.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.2% |
| 7D | -1.4% | -0.7% | -0.6% | -1.4% |
| 30D | +7.7% | -10.2% | +18.0% | +7.8% |
| 3M | -0.3% | +10.1% | -10.4% | -0.5% |
| 6M | +10.1% | +116.5% | -106.4% | +8.8% |
| YTD | +19.1% | +27.2% | -8.1% | +18.6% |
| 1Y | +15.9% | +8.6% | +7.4% | +15.7% |
| 3Y | +75.0% | +5.6% | +69.4% | +73.1% |
| 5Y | +13.4% | -61.8% | +75.2% | +11.1% |
| All | +15.1% | -49.4% | +64.4% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling