+87.2%
ED vs GTLB
-49.8%
+137.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | 0.0% |
| 7D | -0.9% | -9.6% | +8.7% | -1.1% |
| 30D | +11.2% | -15.5% | +26.7% | +10.9% |
| 3M | +11.8% | +12.4% | -0.6% | +12.1% |
| 6M | +14.1% | +84.6% | -70.5% | +15.5% |
| YTD | +23.0% | +26.1% | -3.1% | +24.0% |
| 1Y | +23.7% | +1.7% | +22.0% | +24.4% |
| 3Y | +47.7% | +6.1% | +41.7% | +48.4% |
| 5Y | +82.6% | -61.1% | +143.7% | +80.2% |
| All | +87.2% | -49.8% | +137.0% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling