+429.8%
GE vs GTLB
-49.8%
+479.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +5.1% | -3.5% | +8.6% | +5.5% |
| 30D | +7.6% | -9.0% | +16.5% | +8.4% |
| 3M | -9.3% | +15.9% | -25.2% | -10.9% |
| 6M | +11.5% | +104.9% | -93.3% | +3.1% |
| YTD | +7.9% | +26.0% | -18.1% | +4.0% |
| 1Y | +7.6% | +1.8% | +5.9% | +6.1% |
| 3Y | +265.9% | +6.0% | +259.9% | +248.9% |
| 5Y | +405.9% | -62.2% | +468.1% | +379.8% |
| All | +429.8% | -49.8% | +479.6% | +397.7% |
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