+70.0%
MSFT vs GTLB
-50.0%
+120.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.3% |
| 7D | -1.4% | +4.6% | -6.0% | -2.3% |
| 30D | -1.0% | +21.0% | -22.0% | -4.3% |
| 3M | +20.2% | +51.7% | -31.5% | +11.6% |
| 6M | +21.3% | +89.3% | -68.0% | +8.0% |
| YTD | +2.8% | +25.6% | -22.8% | -2.8% |
| 1Y | 0.0% | -1.5% | +1.5% | -2.4% |
| 3Y | +51.2% | -9.9% | +61.2% | +43.7% |
| All | +70.0% | -50.0% | +120.0% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling