+70.4%
MA vs GTLB
-50.0%
+120.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +3.9% | -0.9% |
| 7D | -1.8% | +4.6% | -6.3% | -2.3% |
| 30D | +1.4% | +21.0% | -19.6% | -0.8% |
| 3M | +17.7% | +51.7% | -34.0% | +12.2% |
| 6M | +9.7% | +89.3% | -79.6% | +1.6% |
| YTD | +0.5% | +25.6% | -25.1% | -3.2% |
| 1Y | -2.1% | -1.5% | -0.5% | -3.6% |
| 3Y | +40.1% | -9.9% | +50.0% | +34.3% |
| All | +70.4% | -50.0% | +120.4% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling