+179.9%
INTC vs GTLB
-12.2%
+192.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.0% |
| 7D | +18.0% | -6.6% | +24.6% | +19.1% |
| 30D | +8.9% | +13.7% | -4.8% | +6.4% |
| 3M | -1.6% | +52.9% | -54.5% | -8.7% |
| 6M | +133.1% | +88.5% | +44.6% | +104.8% |
| YTD | +187.9% | +23.4% | +164.5% | +174.5% |
| 1Y | +334.7% | -3.8% | +338.5% | +335.1% |
| All | +179.9% | -12.2% | +192.1% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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