+139.5%
GOOG vs GTLB
-50.1%
+189.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | 0.0% | -5.7% | +5.7% | +0.9% |
| 30D | -2.0% | +15.1% | -17.1% | -4.2% |
| 3M | -5.9% | +65.5% | -71.3% | -12.9% |
| 6M | +8.9% | +102.9% | -94.0% | -3.0% |
| YTD | +7.1% | +25.2% | -18.1% | +1.9% |
| 1Y | +39.7% | -5.5% | +45.2% | +37.9% |
| 3Y | +145.8% | -10.9% | +156.7% | +133.9% |
| All | +139.5% | -50.1% | +189.6% | +116.3% |
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