+418.3%
GE vs GTLB
-49.8%
+468.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | -2.8% | -4.1% | +1.3% | -2.4% |
| 30D | -11.9% | +12.3% | -24.3% | -13.1% |
| 3M | +1.8% | +65.9% | -64.1% | -3.5% |
| 6M | -0.6% | +104.0% | -104.6% | -8.3% |
| YTD | +5.5% | +26.0% | -20.5% | +1.9% |
| 1Y | +15.0% | -3.5% | +18.4% | +14.0% |
| 3Y | +269.5% | -9.6% | +279.2% | +258.6% |
| All | +418.3% | -49.8% | +468.1% | +387.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling