+80.3%
MSFT vs GTLB
-49.4%
+129.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -1.3% | -0.7% | -0.5% | -1.2% |
| 30D | -1.8% | -10.2% | +8.4% | -0.1% |
| 3M | +5.6% | +10.1% | -4.5% | +3.5% |
| 6M | +29.8% | +116.5% | -86.7% | +13.4% |
| YTD | +9.0% | +27.2% | -18.2% | +2.7% |
| 1Y | +4.9% | +8.6% | -3.6% | +1.1% |
| 3Y | +46.2% | +5.6% | +40.6% | +35.6% |
| 5Y | +62.1% | -61.8% | +123.9% | +47.4% |
| All | +80.3% | -49.4% | +129.7% | +64.8% |
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