+2.8%
MSFT vs GTLB
+1.7%
+1.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.6% |
| 7D | -6.2% | -9.6% | +3.4% | -3.9% |
| 30D | -3.7% | -15.5% | +11.8% | +0.2% |
| 3M | +3.6% | +12.4% | -8.7% | -0.3% |
| 6M | +26.8% | +84.6% | -57.8% | +5.8% |
| YTD | +8.4% | +26.1% | -17.6% | -3.9% |
| All | +2.8% | +1.7% | +1.1% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling