+87.4%
ED vs GTLB
-50.5%
+137.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.7% |
| 7D | +2.1% | -10.9% | +13.0% | +1.9% |
| 30D | +12.4% | -15.3% | +27.7% | +12.1% |
| 3M | +13.1% | +14.6% | -1.4% | +13.5% |
| 6M | +14.1% | +79.6% | -65.5% | +15.4% |
| YTD | +23.1% | +24.3% | -1.3% | +24.1% |
| 1Y | +25.4% | +1.0% | +24.4% | +26.2% |
| 3Y | +47.9% | +4.6% | +43.3% | +48.5% |
| 5Y | +81.9% | -63.7% | +145.6% | +79.2% |
| All | +87.4% | -50.5% | +137.9% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling