-45.3%
IT vs GTLB
-50.8%
+5.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.4% |
| 7D | -9.1% | -6.6% | -2.6% | -7.9% |
| 30D | -12.2% | +13.7% | -25.9% | -14.4% |
| 3M | +7.8% | +52.9% | -45.1% | -0.7% |
| 6M | +2.0% | +88.5% | -86.5% | -9.8% |
| YTD | -32.7% | +23.4% | -56.2% | -36.2% |
| 1Y | -31.1% | -3.8% | -27.3% | -32.3% |
| 3Y | -52.1% | -11.5% | -40.6% | -54.0% |
| All | -45.3% | -50.8% | +5.5% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling