+24.8%
LOW vs GTLB
+5.1%
+19.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | +0.1% |
| 7D | +1.4% | -0.7% | +2.2% | +1.5% |
| 30D | +21.7% | -10.2% | +31.9% | +22.4% |
| 3M | +5.0% | +10.1% | -5.1% | +4.0% |
| 6M | +4.6% | +116.5% | -111.9% | -1.4% |
| YTD | -3.5% | +27.2% | -30.7% | -5.2% |
| 1Y | +0.5% | +8.6% | -8.0% | +0.2% |
| 3Y | +24.8% | +5.6% | +19.2% | +14.9% |
| All | +24.8% | +5.1% | +19.7% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling