+188.9%
EQT vs GTLB
-49.8%
+238.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | -1.2% | -4.1% | +2.9% | -0.9% |
| 30D | +1.1% | +12.3% | -11.2% | +0.3% |
| 3M | +4.8% | +65.9% | -61.1% | +1.3% |
| 6M | -10.6% | +104.0% | -114.5% | -15.1% |
| YTD | +3.4% | +26.0% | -22.6% | +1.3% |
| 1Y | +8.7% | -3.5% | +12.2% | +8.1% |
| 3Y | +35.0% | -9.6% | +44.6% | +32.0% |
| All | +188.9% | -49.8% | +238.7% | +168.5% |
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