+3.6%
GOOG vs GTLB
+6.1%
-2.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -10.7% | -9.7% | -1.1% | -10.2% |
| 30D | -16.4% | +1.7% | -18.1% | -16.4% |
| 3M | -23.4% | +43.6% | -67.0% | -24.7% |
| 6M | -24.2% | +113.0% | -137.2% | -26.1% |
| YTD | -8.3% | +39.5% | -47.8% | -10.8% |
| 1Y | +3.6% | +12.6% | -9.0% | +0.2% |
| All | +3.6% | +6.1% | -2.5% | +0.2% |
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