+3.7%
F vs GTLB
+6.1%
-2.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +6.0% | -9.7% | +15.7% | +6.2% |
| 30D | +4.3% | +1.7% | +2.6% | +4.2% |
| 3M | -10.1% | +43.6% | -53.6% | -10.1% |
| 6M | +12.8% | +113.0% | -100.2% | +14.7% |
| YTD | -0.1% | +39.5% | -39.6% | +1.0% |
| 1Y | +3.7% | +12.6% | -8.9% | +4.8% |
| All | +3.7% | +6.1% | -2.4% | +4.8% |
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