-42.4%
IT vs GTLB
-62.5%
+20.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -1.8% | -10.2% | +8.4% | +0.1% |
| 3M | +4.8% | +10.1% | -5.3% | +2.5% |
| 6M | +33.0% | +116.5% | -83.5% | +14.8% |
| YTD | -23.8% | +27.2% | -51.0% | -28.3% |
| 1Y | -16.5% | +8.6% | -25.1% | -19.7% |
| 3Y | -53.6% | +5.6% | -59.2% | -56.8% |
| All | -42.4% | -62.5% | +20.1% | -44.4% |
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