-54.5%
GTLB vs EXEL
+165.3%
-219.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | -4.1% | -2.9% | -1.2% | -3.3% |
| 30D | +12.3% | +11.9% | +0.4% | +8.7% |
| 3M | +65.9% | +9.2% | +56.7% | +61.3% |
| 6M | +104.0% | +39.1% | +64.9% | +82.5% |
| YTD | +26.0% | +31.0% | -5.0% | +14.6% |
| 1Y | -3.5% | +52.3% | -55.8% | -17.9% |
| 3Y | -9.6% | +159.7% | -169.4% | -45.5% |
| All | -54.5% | +165.3% | -219.7% | -73.3% |
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