+102.1%
INTC vs GTLB
-49.8%
+151.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -5.9% |
| 7D | +9.4% | -4.1% | +13.5% | +10.0% |
| 30D | +2.7% | +12.3% | -9.7% | +0.7% |
| 3M | -6.3% | +65.9% | -72.2% | -13.5% |
| 6M | +114.5% | +104.0% | +10.5% | +89.6% |
| YTD | +171.9% | +26.0% | +145.8% | +157.6% |
| 1Y | +305.0% | -3.5% | +308.5% | +298.5% |
| 3Y | +168.3% | -9.6% | +178.0% | +158.1% |
| All | +102.1% | -49.8% | +151.9% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling