+134.4%
GOOG vs GTLB
-50.8%
+185.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.8% |
| 7D | -1.6% | -6.6% | +5.0% | -0.6% |
| 30D | -7.7% | +13.7% | -21.4% | -9.6% |
| 3M | -9.3% | +52.9% | -62.2% | -15.1% |
| 6M | +7.4% | +88.5% | -81.0% | -3.3% |
| YTD | +4.9% | +23.4% | -18.6% | -0.1% |
| 1Y | +37.2% | -3.8% | +41.0% | +35.0% |
| 3Y | +141.6% | -11.5% | +153.1% | +130.1% |
| All | +134.4% | -50.8% | +185.3% | +112.1% |
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