+35.8%
MSCI vs GTLB
+5.1%
+30.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.2% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | +17.8% | -10.2% | +28.0% | +19.4% |
| 3M | +15.2% | +10.1% | +5.1% | +13.4% |
| 6M | +16.5% | +116.5% | -100.0% | +4.5% |
| YTD | +16.4% | +27.2% | -10.8% | +10.4% |
| 1Y | +16.8% | +8.6% | +8.3% | +12.6% |
| 3Y | +35.8% | +5.6% | +30.2% | +26.5% |
| All | +35.8% | +5.1% | +30.7% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling