+134.7%
GLW vs GTLB
-3.3%
+138.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.2% |
| 7D | +16.9% | -6.6% | +23.5% | +15.8% |
| 30D | +7.0% | +13.7% | -6.8% | +9.3% |
| 3M | -3.0% | +52.9% | -55.9% | +3.6% |
| 6M | +31.0% | +88.5% | -57.5% | +45.7% |
| YTD | +93.4% | +23.4% | +70.0% | +125.1% |
| 1Y | +134.7% | -3.8% | +138.6% | +189.6% |
| All | +134.7% | -3.3% | +138.0% | +189.6% |
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 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