+19.2%
D vs GTLB
+2.8%
+16.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.3% |
| 7D | +0.8% | +4.6% | -3.8% | +1.1% |
| 30D | -0.7% | +21.0% | -21.7% | +0.4% |
| 3M | +2.1% | +51.7% | -49.6% | +4.9% |
| 6M | +6.8% | +89.3% | -82.5% | +11.4% |
| YTD | +16.5% | +25.6% | -9.1% | +17.8% |
| 1Y | +19.2% | -1.5% | +20.7% | +20.0% |
| All | +19.2% | +2.8% | +16.4% | +20.0% |
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