+126.1%
MAR vs GTLB
-47.1%
+173.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | -4.2% | +11.1% | -15.2% | -5.5% |
| 30D | -6.7% | +37.8% | -44.5% | -10.6% |
| 3M | -12.5% | +61.6% | -74.1% | -18.1% |
| 6M | +0.6% | +98.9% | -98.4% | -9.2% |
| YTD | +9.1% | +32.8% | -23.7% | +3.5% |
| 1Y | +26.2% | +14.7% | +11.6% | +21.4% |
| 3Y | +68.2% | +1.3% | +66.8% | +58.6% |
| All | +126.1% | -47.1% | +173.3% | +109.2% |
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 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