+431.3%
GE vs GTLB
-49.4%
+480.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +2.7% | -0.7% | +3.4% | +2.7% |
| 30D | +8.1% | -10.2% | +18.3% | +9.1% |
| 3M | -7.9% | +10.1% | -18.0% | -9.0% |
| 6M | +12.9% | +116.5% | -103.6% | +3.8% |
| YTD | +8.2% | +27.2% | -19.0% | +4.2% |
| 1Y | +9.7% | +8.6% | +1.1% | +7.4% |
| 3Y | +266.1% | +5.6% | +260.5% | +249.4% |
| 5Y | +407.4% | -61.8% | +469.2% | +380.7% |
| All | +431.3% | -49.4% | +480.7% | +398.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling