+185.8%
GS vs GTLB
+12.7%
+173.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -0.1% |
| 7D | -3.2% | -11.1% | +7.9% | -1.7% |
| 30D | -2.4% | -7.5% | +5.1% | -1.5% |
| 3M | -15.7% | +34.8% | -50.5% | -19.4% |
| 6M | -6.8% | +98.0% | -104.8% | -16.2% |
| YTD | -0.1% | +28.1% | -28.2% | -4.4% |
| 1Y | +12.1% | +5.6% | +6.5% | +10.5% |
| 3Y | +185.8% | +15.9% | +169.8% | +173.0% |
| All | +185.8% | +12.7% | +173.1% | +173.0% |
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