+54.8%
GH vs GTLB
-47.1%
+102.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.1% |
| 7D | -0.1% | +11.1% | -11.1% | -3.9% |
| 30D | -1.1% | +37.8% | -38.9% | -12.2% |
| 3M | +21.3% | +61.6% | -40.3% | +1.2% |
| 6M | +73.5% | +98.9% | -25.4% | +31.8% |
| YTD | +58.0% | +32.8% | +25.3% | +37.0% |
| 1Y | +163.1% | +14.7% | +148.4% | +135.8% |
| 3Y | +361.0% | +1.3% | +359.7% | +292.0% |
| All | +54.8% | -47.1% | +102.0% | +29.6% |
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