+399.0%
GLW vs GTLB
-50.0%
+449.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -5.4% | +12.9% | +8.0% |
| 7D | +14.0% | +4.6% | +9.4% | +13.5% |
| 30D | +0.4% | +21.0% | -20.6% | -1.7% |
| 3M | -11.3% | +51.7% | -63.0% | -15.1% |
| 6M | +35.1% | +89.3% | -54.2% | +25.3% |
| YTD | +90.5% | +25.6% | +64.9% | +84.6% |
| 1Y | +132.0% | -1.5% | +133.6% | +130.9% |
| 3Y | +463.3% | -9.9% | +473.3% | +451.3% |
| All | +399.0% | -50.0% | +449.0% | +377.9% |
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 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