+48.9%
EQIX vs GTLB
-50.1%
+99.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.4% |
| 7D | +0.2% | -5.7% | +5.9% | +0.7% |
| 30D | -2.5% | +15.1% | -17.6% | -3.9% |
| 3M | 0.0% | +65.5% | -65.5% | -5.2% |
| 6M | +7.6% | +102.9% | -95.2% | -0.6% |
| YTD | +37.5% | +25.2% | +12.3% | +33.0% |
| 1Y | +32.9% | -5.5% | +38.4% | +32.0% |
| 3Y | +42.8% | -10.9% | +53.6% | +38.5% |
| All | +48.9% | -50.1% | +99.1% | +39.7% |
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