+46.9%
IR vs GTLB
-47.1%
+94.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | -2.8% | +11.1% | -13.9% | -4.1% |
| 30D | -15.1% | +37.8% | -52.9% | -18.5% |
| 3M | +6.1% | +61.6% | -55.5% | -0.3% |
| 6M | -16.8% | +98.9% | -115.7% | -24.4% |
| YTD | -3.5% | +32.8% | -36.3% | -8.1% |
| 1Y | -3.5% | +14.7% | -18.1% | -6.8% |
| 3Y | +9.5% | +1.3% | +8.1% | +4.3% |
| All | +46.9% | -47.1% | +94.1% | +39.9% |
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