+2.7%
ECL vs GTLB
+14.4%
-11.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | -2.6% | +11.1% | -13.7% | -2.3% |
| 30D | -2.2% | +37.8% | -40.0% | -1.4% |
| 3M | +10.1% | +61.6% | -51.5% | +11.5% |
| 6M | -5.7% | +98.9% | -104.7% | -3.5% |
| YTD | +7.0% | +32.8% | -25.8% | +10.1% |
| 1Y | +2.7% | +14.7% | -12.0% | +5.8% |
| All | +2.7% | +14.4% | -11.8% | +5.8% |
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