+11.3%
IR vs GTLB
+2.0%
+9.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | +1.5% | -10.9% | +12.4% | +1.0% |
| 30D | +9.0% | -15.3% | +24.3% | +8.2% |
| 3M | -0.9% | +14.6% | -15.4% | +0.4% |
| 6M | +13.4% | +79.6% | -66.2% | +18.4% |
| YTD | +8.5% | +24.3% | -15.9% | +14.5% |
| 1Y | +11.3% | +1.0% | +10.2% | +17.2% |
| All | +11.3% | +2.0% | +9.3% | +17.2% |
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