-54.1%
GTLB vs EXEL
+218.7%
-272.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -10.2% | +13.1% | -23.3% | -13.4% |
| 3M | +10.1% | +36.3% | -26.2% | +0.6% |
| 6M | +116.5% | +34.5% | +81.9% | +97.8% |
| YTD | +27.2% | +57.4% | -30.2% | +9.6% |
| 1Y | +8.6% | +62.9% | -54.4% | -7.9% |
| 3Y | +5.6% | +229.5% | -223.9% | -41.1% |
| 5Y | -61.8% | +281.2% | -343.0% | -80.7% |
| All | -54.1% | +218.7% | -272.8% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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