+79.4%
MSFT vs GTLB
-49.8%
+129.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | -6.2% | -9.6% | +3.4% | -4.7% |
| 30D | -3.7% | -15.5% | +11.8% | -1.1% |
| 3M | +3.6% | +12.4% | -8.7% | +1.2% |
| 6M | +26.8% | +84.6% | -57.8% | +13.5% |
| YTD | +8.4% | +26.1% | -17.6% | +2.3% |
| 1Y | +3.3% | +1.7% | +1.6% | +0.5% |
| 3Y | +44.3% | +6.1% | +38.2% | +33.7% |
| 5Y | +63.3% | -61.1% | +124.5% | +48.8% |
| All | +79.4% | -49.8% | +129.1% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling