+62.0%
EW vs GTLB
+4.0%
+57.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.7% |
| 7D | +12.3% | -9.6% | +21.9% | +13.0% |
| 30D | +22.9% | -14.5% | +37.4% | +24.1% |
| 3M | +16.7% | +20.9% | -4.2% | +15.0% |
| 6M | +31.0% | +81.4% | -50.4% | +25.4% |
| YTD | +22.8% | +25.6% | -2.7% | +19.9% |
| 1Y | +25.6% | +3.4% | +22.1% | +24.3% |
| 3Y | +62.0% | +8.9% | +53.1% | +53.3% |
| All | +62.0% | +4.0% | +57.9% | +53.3% |
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