+464.0%
KLAC vs GTLB
-49.8%
+513.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.5% |
| 7D | +2.5% | -4.1% | +6.5% | +3.2% |
| 30D | -11.5% | +12.3% | -23.8% | -13.7% |
| 3M | -16.9% | +65.9% | -82.8% | -25.2% |
| 6M | +22.2% | +104.0% | -81.7% | +3.9% |
| YTD | +46.4% | +26.0% | +20.3% | +36.4% |
| 1Y | +91.0% | -3.5% | +94.5% | +87.0% |
| 3Y | +264.6% | -9.6% | +274.2% | +244.4% |
| All | +464.0% | -49.8% | +513.9% | +425.9% |
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 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