+46.9%
NDAQ vs GTLB
-49.8%
+96.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.6% |
| 7D | -6.8% | -4.1% | -2.7% | -6.4% |
| 30D | -3.2% | +12.3% | -15.5% | -4.7% |
| 3M | +6.5% | +65.9% | -59.4% | -0.1% |
| 6M | +5.7% | +104.0% | -98.2% | -3.7% |
| YTD | -4.6% | +26.0% | -30.7% | -8.5% |
| 1Y | -1.6% | -3.5% | +1.9% | -3.1% |
| 3Y | +86.4% | -9.6% | +96.1% | +79.2% |
| All | +46.9% | -49.8% | +96.7% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling