+40.8%
EQIX vs GTLB
-10.3%
+51.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.0% |
| 7D | -1.6% | -4.1% | +2.4% | -1.4% |
| 30D | -0.4% | +12.3% | -12.7% | -1.3% |
| 3M | -0.9% | +65.9% | -66.8% | -4.8% |
| 6M | +8.1% | +104.0% | -95.8% | +1.4% |
| YTD | +35.7% | +26.0% | +9.6% | +33.3% |
| 1Y | +34.0% | -3.5% | +37.5% | +35.3% |
| All | +40.8% | -10.3% | +51.2% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling