+8.2%
GD vs GTLB
+6.1%
+2.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +3.0% | -9.7% | +12.6% | +3.3% |
| 30D | +10.5% | +1.7% | +8.8% | +10.3% |
| 3M | -5.0% | +43.6% | -48.5% | -6.5% |
| 6M | +5.5% | +113.0% | -107.5% | +1.4% |
| YTD | +10.3% | +39.5% | -29.2% | +8.6% |
| 1Y | +8.2% | +12.6% | -4.5% | +7.4% |
| All | +8.2% | +6.1% | +2.1% | +7.4% |
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