+17.9%
ECL vs GTLB
+1.6%
+16.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.5% | -3.5% | +3.0% | -0.6% |
| 30D | +6.6% | -9.0% | +15.6% | +6.3% |
| 3M | +9.6% | +15.9% | -6.2% | +10.2% |
| 6M | +21.6% | +104.9% | -83.3% | +24.9% |
| YTD | +16.9% | +26.0% | -9.1% | +21.8% |
| 1Y | +17.9% | +1.8% | +16.1% | +24.6% |
| All | +17.9% | +1.6% | +16.3% | +24.6% |
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 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