+11.4%
MSCI vs GTLB
+83.6%
-72.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +1.3% |
| 7D | +1.5% | -9.6% | +11.0% | +3.5% |
| 30D | +14.4% | -14.5% | +28.9% | +17.6% |
| 3M | +15.2% | +20.9% | -5.7% | +9.9% |
| All | +11.4% | +83.6% | -72.3% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling