+27.7%
GLW vs GTLB
+2.0%
+25.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.5% |
| 7D | -11.1% | -10.9% | -0.2% | -12.8% |
| 30D | -28.4% | -15.3% | -13.1% | -30.3% |
| 3M | -28.8% | +14.6% | -43.3% | -25.9% |
| 6M | -39.8% | +79.6% | -119.4% | -31.4% |
| YTD | +28.7% | +24.3% | +4.4% | +57.5% |
| 1Y | +27.7% | +1.0% | +26.7% | +63.9% |
| All | +27.7% | +2.0% | +25.8% | +63.9% |
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 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