+46.8%
EXC vs GTLB
-50.0%
+96.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +0.8% |
| 7D | +1.2% | +4.6% | -3.3% | +1.2% |
| 30D | -2.7% | +21.0% | -23.7% | -2.9% |
| 3M | -1.0% | +51.7% | -52.7% | -1.4% |
| 6M | -9.3% | +89.3% | -98.5% | -10.0% |
| YTD | +3.6% | +25.6% | -22.0% | +3.3% |
| 1Y | +5.9% | -1.5% | +7.5% | +6.0% |
| 3Y | +21.3% | -9.9% | +31.2% | +20.4% |
| All | +46.8% | -50.0% | +96.8% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling