+11.7%
IR vs GTLB
+3.8%
+8.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.2% |
| 7D | +2.5% | -0.7% | +3.3% | +2.5% |
| 30D | +9.2% | -10.2% | +19.4% | +8.6% |
| 3M | +0.9% | +10.1% | -9.2% | +1.9% |
| 6M | +19.2% | +116.5% | -97.2% | +27.0% |
| YTD | +7.5% | +27.2% | -19.7% | +13.3% |
| 1Y | +11.7% | +8.6% | +3.2% | +18.0% |
| All | +11.7% | +3.8% | +8.0% | +18.0% |
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 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