+162.1%
EQX vs GTLB
-10.9%
+173.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -3.2% | -5.7% | +2.5% | -2.7% |
| 30D | +7.8% | +15.1% | -7.4% | +6.3% |
| 3M | +21.3% | +65.5% | -44.1% | +15.9% |
| 6M | -22.4% | +102.9% | -125.3% | -27.3% |
| YTD | -11.3% | +25.2% | -36.5% | -13.3% |
| 1Y | +13.5% | -5.5% | +19.0% | +13.3% |
| 3Y | +162.1% | -10.9% | +173.0% | +147.2% |
| All | +162.1% | -10.9% | +173.0% | +147.2% |
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