-7.5%
IR vs GTLB
-3.3%
-4.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.1% |
| 7D | -1.9% | -6.6% | +4.7% | -2.2% |
| 30D | -15.0% | +13.7% | -28.8% | -14.3% |
| 3M | -0.4% | +52.9% | -53.3% | +2.2% |
| 6M | -15.0% | +88.5% | -103.5% | -10.6% |
| YTD | -7.1% | +23.4% | -30.5% | -3.0% |
| 1Y | -7.5% | -3.8% | -3.7% | -2.6% |
| All | -7.5% | -3.3% | -4.3% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling