+16.2%
GTLB vs AMRZ
-20.3%
+36.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | -4.1% | -8.1% | +4.0% | -3.4% |
| 30D | +12.3% | -14.8% | +27.2% | +13.8% |
| 3M | +65.9% | -19.7% | +85.7% | +68.0% |
| 6M | +104.0% | -30.8% | +134.8% | +111.0% |
| YTD | +26.0% | -24.3% | +50.3% | +26.3% |
| 1Y | -3.5% | -24.0% | +20.5% | -3.0% |
| All | +16.2% | -20.3% | +36.5% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling