+3.4%
EXC vs GTLB
+14.4%
-11.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -1.9% |
| 7D | -0.7% | +11.1% | -11.7% | -0.1% |
| 30D | -4.6% | +37.8% | -42.4% | -2.9% |
| 3M | -2.2% | +61.6% | -63.8% | +0.5% |
| 6M | -10.6% | +98.9% | -109.5% | -6.9% |
| YTD | +1.9% | +32.8% | -30.9% | +3.6% |
| 1Y | +3.4% | +14.7% | -11.3% | +5.1% |
| All | +3.4% | +14.4% | -11.0% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling