+126.0%
GOOGL vs GTLB
+5.1%
+121.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.1% |
| 7D | +3.9% | -0.7% | +4.6% | +3.9% |
| 30D | -14.9% | -10.2% | -4.7% | -14.0% |
| 3M | -14.6% | +10.1% | -24.7% | -15.5% |
| 6M | -26.4% | +116.5% | -142.9% | -32.4% |
| YTD | -5.3% | +27.2% | -32.5% | -8.4% |
| 1Y | +6.5% | +8.6% | -2.1% | +4.7% |
| 3Y | +126.0% | +5.6% | +120.5% | +122.0% |
| All | +126.0% | +5.1% | +121.0% | +122.0% |
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