-4.7%
MSCI vs GTLB
-50.0%
+45.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.4% | +1.6% | -2.9% |
| 7D | -2.1% | +4.6% | -6.6% | -2.9% |
| 30D | -1.7% | +21.0% | -22.7% | -5.1% |
| 3M | -8.2% | +51.7% | -59.9% | -14.9% |
| 6M | -2.4% | +89.3% | -91.7% | -13.5% |
| YTD | -2.8% | +25.6% | -28.5% | -8.2% |
| 1Y | -2.7% | -1.5% | -1.1% | -4.9% |
| 3Y | +7.3% | -9.9% | +17.2% | +0.9% |
| All | -4.7% | -50.0% | +45.3% | -11.0% |
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