-3.5%
GTLB vs EXEL
+50.0%
-53.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.0% |
| 7D | -4.1% | -2.9% | -1.2% | -4.2% |
| 30D | +12.3% | +11.9% | +0.4% | +13.2% |
| 3M | +65.9% | +9.2% | +56.7% | +67.1% |
| 6M | +104.0% | +39.1% | +64.9% | +109.8% |
| YTD | +26.0% | +31.0% | -5.0% | +29.3% |
| 1Y | -3.5% | +52.3% | -55.8% | -1.5% |
| All | -3.5% | +50.0% | -53.5% | -1.5% |
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 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