+15.5%
GLXY vs GTLB
-4.2%
+19.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +13.4% | +11.1% | +2.4% | +11.5% |
| 30D | +38.1% | +37.8% | +0.3% | +30.7% |
| 3M | -7.3% | +61.6% | -68.9% | -14.9% |
| 6M | +8.2% | +98.9% | -90.7% | -5.7% |
| YTD | +17.8% | +32.8% | -15.0% | +17.0% |
| 1Y | +14.9% | +14.7% | +0.3% | +22.3% |
| All | +15.5% | -4.2% | +19.7% | +24.8% |
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 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