+64.7%
D vs GTLB
+1.9%
+62.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | +1.5% | +11.1% | -9.6% | +1.5% |
| 30D | -2.6% | +37.8% | -40.4% | -2.5% |
| 3M | 0.0% | +61.6% | -61.6% | +0.1% |
| 6M | +7.4% | +98.9% | -91.6% | +7.4% |
| YTD | +15.9% | +32.8% | -16.9% | +16.3% |
| 1Y | +18.1% | +14.7% | +3.5% | +18.7% |
| All | +64.7% | +1.9% | +62.8% | +54.9% |
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 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