+8.6%
GTLB vs EXEL
+60.1%
-51.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.0% |
| 7D | -0.7% | -0.8% | +0.1% | -0.7% |
| 30D | -10.2% | +13.1% | -23.3% | -10.0% |
| 3M | +10.1% | +36.3% | -26.2% | +11.3% |
| 6M | +116.5% | +34.5% | +81.9% | +119.5% |
| YTD | +27.2% | +57.4% | -30.2% | +30.9% |
| 1Y | +8.6% | +62.9% | -54.4% | +15.7% |
| All | +8.6% | +60.1% | -51.6% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling