+632.4%
GEV vs GTLB
-20.9%
+653.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.7% |
| 7D | +1.6% | -5.7% | +7.3% | +2.5% |
| 30D | -7.9% | +15.1% | -23.1% | -10.2% |
| 3M | +5.6% | +65.5% | -59.8% | -3.5% |
| 6M | +13.1% | +102.9% | -89.8% | -2.6% |
| YTD | +46.7% | +25.2% | +21.5% | +41.5% |
| 1Y | +51.3% | -5.5% | +56.8% | +56.9% |
| All | +632.4% | -20.9% | +653.3% | +693.2% |
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