-45.0%
IT vs GTLB
-49.8%
+4.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.2% |
| 7D | -12.7% | -4.1% | -8.6% | -12.0% |
| 30D | -8.9% | +12.3% | -21.2% | -11.0% |
| 3M | +10.1% | +65.9% | -55.8% | 0.0% |
| 6M | +7.3% | +104.0% | -96.7% | -6.4% |
| YTD | -32.4% | +26.0% | -58.4% | -36.1% |
| 1Y | -26.6% | -3.5% | -23.2% | -28.0% |
| 3Y | -51.8% | -9.6% | -42.2% | -54.0% |
| All | -45.0% | -49.8% | +4.8% | -47.6% |
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 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