+145.8%
GOOG vs GTLB
-10.9%
+156.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | 0.0% | -5.7% | +5.7% | +0.7% |
| 30D | -2.0% | +15.1% | -17.1% | -3.7% |
| 3M | -5.9% | +65.5% | -71.3% | -11.6% |
| 6M | +8.9% | +102.9% | -94.0% | -0.8% |
| YTD | +7.1% | +25.2% | -18.1% | +3.4% |
| 1Y | +39.7% | -5.5% | +45.2% | +39.5% |
| 3Y | +145.8% | -10.9% | +156.7% | +132.5% |
| All | +145.8% | -10.9% | +156.7% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling