+46.4%
GH vs GTLB
-62.5%
+108.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -6.9% | -10.2% | +3.3% | -3.3% |
| 3M | -4.9% | +10.1% | -15.0% | -8.9% |
| 6M | +54.1% | +116.5% | -62.4% | +14.1% |
| YTD | +48.5% | +27.2% | +21.3% | +30.0% |
| 1Y | +61.2% | +8.6% | +52.6% | +48.0% |
| 3Y | +570.3% | +5.6% | +564.8% | +458.9% |
| All | +46.4% | -62.5% | +108.9% | +30.5% |
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