+45.8%
EXC vs GTLB
-47.1%
+92.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.1% |
| 7D | +0.3% | +11.1% | -10.8% | +0.2% |
| 30D | -3.7% | +37.8% | -41.5% | -4.0% |
| 3M | -1.3% | +61.6% | -62.9% | -1.8% |
| 6M | -9.7% | +98.9% | -108.6% | -10.5% |
| YTD | +2.9% | +32.8% | -29.9% | +2.6% |
| 1Y | +4.4% | +14.7% | -10.3% | +4.2% |
| 3Y | +22.2% | +1.3% | +20.9% | +21.0% |
| All | +45.8% | -47.1% | +92.9% | +42.0% |
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