+439.0%
GE vs GTLB
-47.1%
+486.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -1.6% | +11.1% | -12.6% | -2.6% |
| 30D | -11.6% | +37.8% | -49.4% | -14.5% |
| 3M | +3.0% | +61.6% | -58.6% | -2.1% |
| 6M | -0.5% | +98.9% | -99.4% | -7.9% |
| YTD | +9.7% | +32.8% | -23.0% | +5.5% |
| 1Y | +20.0% | +14.7% | +5.4% | +16.8% |
| 3Y | +275.8% | +1.3% | +274.5% | +260.5% |
| All | +439.0% | -47.1% | +486.1% | +405.0% |
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