+490.8%
KLAC vs GTLB
-47.1%
+538.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.3% | +7.1% |
| 7D | +5.7% | +11.1% | -5.3% | +3.7% |
| 30D | -3.6% | +37.8% | -41.4% | -9.4% |
| 3M | -12.8% | +61.6% | -74.4% | -21.0% |
| 6M | +26.1% | +98.9% | -72.9% | +7.9% |
| YTD | +53.3% | +32.8% | +20.5% | +41.6% |
| 1Y | +113.7% | +14.7% | +99.0% | +102.0% |
| 3Y | +274.9% | +1.3% | +273.5% | +246.3% |
| All | +490.8% | -47.1% | +538.0% | +446.1% |
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