+73.3%
D vs GTLB
+12.7%
+60.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.5% |
| 7D | +3.0% | -11.1% | +14.1% | +2.9% |
| 30D | +11.5% | -7.5% | +19.0% | +11.4% |
| 3M | +3.7% | +34.8% | -31.0% | +3.9% |
| 6M | +13.5% | +98.0% | -84.4% | +13.7% |
| YTD | +20.7% | +28.1% | -7.4% | +21.3% |
| 1Y | +18.2% | +5.6% | +12.7% | +19.1% |
| 3Y | +73.3% | +15.9% | +57.4% | +56.2% |
| All | +73.3% | +12.7% | +60.6% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling