+119.2%
GTLB vs XE
-36.4%
+155.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +8.1% | -13.5% | -5.6% |
| 7D | +4.6% | +4.0% | +0.5% | +4.5% |
| 30D | +21.0% | -15.5% | +36.4% | +21.4% |
| 3M | +51.7% | -14.6% | +66.3% | +49.4% |
| All | +119.2% | -36.4% | +155.6% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 all: compounded portfolio wealth divided by compounded XE 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…
all analysis · Full analysis span regression · Available span rolling