+43.2%
KO vs GTLB
+6.1%
+37.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +4.4% | -9.7% | +14.1% | +3.9% |
| 30D | +10.7% | +1.7% | +9.0% | +10.9% |
| 3M | +11.3% | +43.6% | -32.2% | +13.9% |
| 6M | +24.0% | +113.0% | -88.9% | +31.0% |
| YTD | +39.7% | +39.5% | +0.2% | +43.7% |
| 1Y | +43.2% | +12.6% | +30.6% | +46.6% |
| All | +43.2% | +6.1% | +37.1% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling