+59.8%
GD vs GTLB
+4.0%
+55.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.3% |
| 7D | -3.0% | -9.6% | +6.5% | -2.6% |
| 30D | +9.3% | -14.5% | +23.8% | +9.9% |
| 3M | -7.2% | +20.9% | -28.1% | -8.1% |
| 6M | +5.5% | +81.4% | -75.9% | +2.2% |
| YTD | +9.5% | +25.6% | -16.1% | +7.7% |
| 1Y | +6.4% | +3.4% | +3.0% | +5.5% |
| 3Y | +59.8% | +8.9% | +51.0% | +55.8% |
| All | +59.8% | +4.0% | +55.8% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling