+16.4%
GS vs GTLB
+2.0%
+14.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +1.6% | -10.9% | +12.5% | +2.2% |
| 30D | +1.7% | -15.3% | +17.0% | +2.5% |
| 3M | -11.6% | +14.6% | -26.1% | -12.0% |
| 6M | -1.9% | +79.6% | -81.5% | -5.0% |
| YTD | +5.1% | +24.3% | -19.3% | +6.0% |
| 1Y | +16.4% | +1.0% | +15.4% | +18.7% |
| All | +16.4% | +2.0% | +14.5% | +18.7% |
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