-12.1%
GTLB vs EXEL
+164.8%
-176.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -1.8% |
| 7D | -6.6% | -0.3% | -6.2% | -6.5% |
| 30D | +13.7% | +10.1% | +3.6% | +13.0% |
| 3M | +52.9% | +10.1% | +42.8% | +51.8% |
| 6M | +88.5% | +37.7% | +50.8% | +83.7% |
| YTD | +23.4% | +33.1% | -9.6% | +20.6% |
| 1Y | -3.8% | +52.4% | -56.2% | -7.8% |
| All | -12.1% | +164.8% | -176.9% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling