+51.5%
GM vs GTLB
-50.8%
+102.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -2.1% |
| 7D | -1.1% | -6.6% | +5.5% | -0.2% |
| 30D | -4.6% | +13.7% | -18.3% | -6.4% |
| 3M | +0.2% | +52.9% | -52.7% | -5.8% |
| 6M | +12.6% | +88.5% | -75.9% | +1.9% |
| YTD | +3.7% | +23.4% | -19.8% | -0.8% |
| 1Y | +45.6% | -3.8% | +49.5% | +43.7% |
| 3Y | +162.0% | -11.5% | +173.5% | +148.8% |
| All | +51.5% | -50.8% | +102.3% | +34.0% |
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