+56.2%
GH vs GTLB
-50.8%
+107.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.7% |
| 7D | -0.2% | -6.6% | +6.4% | +2.1% |
| 30D | -2.6% | +13.7% | -16.4% | -7.8% |
| 3M | +25.1% | +52.9% | -27.8% | +6.3% |
| 6M | +78.5% | +88.5% | -10.0% | +37.9% |
| YTD | +59.4% | +23.4% | +35.9% | +41.5% |
| 1Y | +173.9% | -3.8% | +177.7% | +161.6% |
| 3Y | +382.7% | -11.5% | +394.2% | +331.2% |
| All | +56.2% | -50.8% | +107.0% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling