+39.4%
GOOGL vs GTLB
-1.8%
+41.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | -2.8% | -4.1% | +1.3% | -2.6% |
| 30D | -3.2% | +12.3% | -15.5% | -3.8% |
| 3M | -6.6% | +65.9% | -72.5% | -8.8% |
| 6M | +8.5% | +104.0% | -95.5% | +5.0% |
| YTD | +6.5% | +26.0% | -19.6% | +4.7% |
| 1Y | +39.4% | -3.5% | +42.9% | +41.1% |
| All | +39.4% | -1.8% | +41.2% | +41.1% |
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 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