+12.6%
GTLB vs AMRZ
-11.5%
+24.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | +0.2% |
| 7D | -9.7% | +10.3% | -20.0% | -9.2% |
| 30D | +1.7% | +18.7% | -17.0% | +2.4% |
| 3M | +43.6% | -14.6% | +58.2% | +43.1% |
| 6M | +113.0% | -12.9% | +125.9% | +111.7% |
| YTD | +39.5% | -17.4% | +56.9% | +38.1% |
| 1Y | +12.6% | -12.3% | +24.9% | +14.9% |
| All | +12.6% | -11.5% | +24.1% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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