+72.0%
MSFT vs GTLB
-47.1%
+119.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -2.7% | +11.1% | -13.7% | -4.5% |
| 30D | +2.7% | +37.8% | -35.1% | -2.9% |
| 3M | +17.0% | +61.6% | -44.6% | +7.5% |
| 6M | +23.8% | +98.9% | -75.1% | +9.4% |
| YTD | +4.0% | +32.8% | -28.8% | -2.5% |
| 1Y | -0.8% | +14.7% | -15.5% | -5.5% |
| 3Y | +55.6% | +1.3% | +54.3% | +45.1% |
| All | +72.0% | -47.1% | +119.1% | +56.5% |
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 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