+49.4%
EQIX vs GTLB
-50.0%
+99.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +1.0% |
| 7D | +1.3% | +4.6% | -3.2% | +0.8% |
| 30D | +0.3% | +21.0% | -20.6% | -1.6% |
| 3M | -1.6% | +51.7% | -53.3% | -5.8% |
| 6M | +12.2% | +89.3% | -77.1% | +4.3% |
| YTD | +38.0% | +25.6% | +12.3% | +33.4% |
| 1Y | +38.9% | -1.5% | +40.5% | +37.4% |
| 3Y | +43.8% | -9.9% | +53.8% | +39.4% |
| All | +49.4% | -50.0% | +99.4% | +40.1% |
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