+33.7%
ECL vs GTLB
-50.0%
+83.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.1% |
| 7D | -0.8% | +4.6% | -5.3% | -1.2% |
| 30D | -2.5% | +21.0% | -23.5% | -4.3% |
| 3M | +8.3% | +51.7% | -43.4% | +3.9% |
| 6M | -1.1% | +89.3% | -90.4% | -7.7% |
| YTD | +6.5% | +25.6% | -19.1% | +3.2% |
| 1Y | +2.1% | -1.5% | +3.6% | +1.0% |
| 3Y | +57.6% | -9.9% | +67.5% | +52.0% |
| All | +33.7% | -50.0% | +83.7% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling