+121.1%
MAR vs GTLB
-49.8%
+171.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | -2.1% | -4.1% | +2.0% | -1.6% |
| 30D | -5.7% | +12.3% | -18.0% | -7.2% |
| 3M | -14.6% | +65.9% | -80.5% | -20.4% |
| 6M | +1.3% | +104.0% | -102.6% | -8.8% |
| YTD | +6.7% | +26.0% | -19.3% | +1.9% |
| 1Y | +26.4% | -3.5% | +29.9% | +24.6% |
| 3Y | +64.7% | -9.6% | +74.4% | +57.7% |
| All | +121.1% | -49.8% | +171.0% | +105.9% |
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 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