+93.8%
GD vs GTLB
-61.8%
+155.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -5.0% | -11.1% | +6.1% | -4.6% |
| 30D | +8.9% | -7.5% | +16.4% | +9.2% |
| 3M | -8.0% | +34.8% | -42.8% | -9.2% |
| 6M | +2.9% | +98.0% | -95.1% | -0.1% |
| YTD | +7.1% | +28.1% | -21.1% | +5.4% |
| 1Y | +5.9% | +5.6% | +0.4% | +5.0% |
| 3Y | +53.9% | +15.9% | +37.9% | +50.2% |
| All | +93.8% | -61.8% | +155.7% | +90.6% |
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