+67.7%
ED vs GTLB
-49.8%
+117.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | -1.9% | -4.1% | +2.2% | -1.9% |
| 30D | +0.1% | +12.3% | -12.2% | +0.3% |
| 3M | 0.0% | +65.9% | -65.9% | +1.0% |
| 6M | -2.5% | +104.0% | -106.5% | -1.1% |
| YTD | +10.1% | +26.0% | -15.9% | +11.0% |
| 1Y | +13.6% | -3.5% | +17.1% | +14.3% |
| 3Y | +32.4% | -9.6% | +42.1% | +33.1% |
| All | +67.7% | -49.8% | +117.5% | +65.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling