+110.4%
INTC vs GTLB
-50.0%
+160.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -5.4% | +14.4% | +9.8% |
| 7D | +17.4% | +4.6% | +12.9% | +16.5% |
| 30D | +2.8% | +21.0% | -18.2% | -0.3% |
| 3M | -5.3% | +51.7% | -57.0% | -11.4% |
| 6M | +140.6% | +89.3% | +51.3% | +115.1% |
| YTD | +183.1% | +25.6% | +157.5% | +168.4% |
| 1Y | +326.8% | -1.5% | +328.3% | +318.6% |
| 3Y | +179.4% | -9.9% | +189.4% | +169.0% |
| All | +110.4% | -50.0% | +160.4% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling