+65.2%
IR vs GTLB
-50.5%
+115.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +1.5% | -10.9% | +12.4% | +2.9% |
| 30D | +9.0% | -15.3% | +24.3% | +10.9% |
| 3M | -0.9% | +14.6% | -15.4% | -2.9% |
| 6M | +13.4% | +79.6% | -66.2% | +4.5% |
| YTD | +8.5% | +24.3% | -15.9% | +3.9% |
| 1Y | +11.3% | +1.0% | +10.2% | +9.4% |
| 3Y | +26.0% | +4.6% | +21.4% | +19.4% |
| 5Y | +47.9% | -63.7% | +111.6% | +44.7% |
| All | +65.2% | -50.5% | +115.7% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling