+262.7%
GE vs GTLB
-12.2%
+274.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.7% |
| 7D | -1.2% | -6.6% | +5.3% | -0.7% |
| 30D | -11.3% | +13.7% | -25.0% | -12.3% |
| 3M | -1.4% | +52.9% | -54.3% | -5.4% |
| 6M | +1.2% | +88.5% | -87.3% | -5.1% |
| YTD | +5.9% | +23.4% | -17.5% | +3.9% |
| 1Y | +18.4% | -3.8% | +22.2% | +19.8% |
| All | +262.7% | -12.2% | +274.9% | +258.4% |
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 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