+142.1%
GOOGL vs GTLB
-47.1%
+189.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -2.3% | +11.1% | -13.3% | -3.8% |
| 30D | -6.6% | +37.8% | -44.4% | -11.0% |
| 3M | -8.9% | +61.6% | -70.5% | -15.3% |
| 6M | +11.9% | +98.9% | -87.0% | +0.1% |
| YTD | +8.3% | +32.8% | -24.4% | +2.3% |
| 1Y | +46.2% | +14.7% | +31.6% | +40.2% |
| 3Y | +151.9% | +1.3% | +150.5% | +135.4% |
| All | +142.1% | -47.1% | +189.2% | +115.8% |
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