+11.7%
MSCI vs GTLB
-50.0%
+61.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +1.2% |
| 7D | +1.5% | -9.6% | +11.0% | +3.2% |
| 30D | +14.4% | -14.5% | +28.9% | +17.2% |
| 3M | +15.2% | +20.9% | -5.7% | +11.1% |
| 6M | +11.2% | +81.4% | -70.2% | -0.5% |
| YTD | +13.9% | +25.6% | -11.6% | +7.4% |
| 1Y | +12.5% | +3.4% | +9.1% | +9.2% |
| 3Y | +32.3% | +8.9% | +23.4% | +20.1% |
| 5Y | +4.9% | -64.0% | +68.8% | +1.0% |
| All | +11.7% | -50.0% | +61.7% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling