+177.1%
GH vs GTLB
-4.2%
+181.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | -2.5% | -5.7% | +3.2% | -1.7% |
| 30D | -4.7% | +15.1% | -19.8% | -7.2% |
| 3M | +20.2% | +65.5% | -45.2% | +9.1% |
| 6M | +78.8% | +102.9% | -24.1% | +53.7% |
| YTD | +54.1% | +25.2% | +28.9% | +40.6% |
| 1Y | +177.1% | -5.5% | +182.6% | +157.0% |
| All | +177.1% | -4.2% | +181.3% | +157.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling