+167.4%
GS vs GTLB
-49.8%
+217.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.7% |
| 7D | -0.1% | -9.6% | +9.5% | +1.0% |
| 30D | +3.7% | -15.5% | +19.2% | +5.5% |
| 3M | -10.0% | +12.4% | -22.3% | -11.4% |
| 6M | -1.0% | +84.6% | -85.6% | -8.4% |
| YTD | +7.0% | +26.1% | -19.1% | +2.8% |
| 1Y | +16.6% | +1.7% | +14.9% | +14.6% |
| 3Y | +204.4% | +6.1% | +198.3% | +190.8% |
| 5Y | +160.0% | -61.1% | +221.2% | +141.3% |
| All | +167.4% | -49.8% | +217.2% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling