+406.5%
GLW vs GTLB
-50.8%
+457.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.7% |
| 7D | +16.9% | -6.6% | +23.5% | +17.5% |
| 30D | +7.0% | +13.7% | -6.8% | +5.4% |
| 3M | -3.0% | +52.9% | -55.9% | -7.2% |
| 6M | +31.0% | +88.5% | -57.5% | +21.5% |
| YTD | +93.4% | +23.4% | +70.0% | +87.6% |
| 1Y | +134.7% | -3.8% | +138.6% | +134.2% |
| 3Y | +471.8% | -11.5% | +483.3% | +460.5% |
| All | +406.5% | -50.8% | +457.4% | +385.8% |
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