+142.1%
GOOGL vs GTLB
-50.1%
+192.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.9% |
| 7D | 0.0% | -5.7% | +5.7% | +0.8% |
| 30D | -1.4% | +15.1% | -16.5% | -3.6% |
| 3M | -5.3% | +65.5% | -70.8% | -12.3% |
| 6M | +9.8% | +102.9% | -93.1% | -2.0% |
| YTD | +8.4% | +25.2% | -16.8% | +3.2% |
| 1Y | +41.2% | -5.5% | +46.7% | +39.4% |
| 3Y | +149.6% | -10.9% | +160.5% | +137.7% |
| All | +142.1% | -50.1% | +192.2% | +117.6% |
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