+20.2%
INTC vs GTLB
-49.4%
+69.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.7% |
| 7D | +6.0% | -0.7% | +6.8% | +6.1% |
| 30D | -39.2% | -10.2% | -29.0% | -38.0% |
| 3M | -42.9% | +10.1% | -53.0% | -43.7% |
| 6M | -50.4% | +116.5% | -166.9% | -56.2% |
| YTD | +61.7% | +27.2% | +34.5% | +53.4% |
| 1Y | +66.1% | +8.6% | +57.6% | +61.3% |
| 3Y | +58.1% | +5.6% | +52.6% | +49.6% |
| 5Y | +27.9% | -61.8% | +89.7% | +17.3% |
| All | +20.2% | -49.4% | +69.5% | +10.0% |
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