+85.1%
KO vs GTLB
-49.8%
+134.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.3% |
| 7D | -1.1% | -4.1% | +3.0% | -1.1% |
| 30D | +1.6% | +12.3% | -10.8% | +1.6% |
| 3M | +5.8% | +65.9% | -60.2% | +5.8% |
| 6M | +14.3% | +104.0% | -89.7% | +14.3% |
| YTD | +27.3% | +26.0% | +1.3% | +27.5% |
| 1Y | +33.2% | -3.5% | +36.7% | +33.6% |
| 3Y | +64.5% | -9.6% | +74.1% | +64.0% |
| All | +85.1% | -49.8% | +134.9% | +80.0% |
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