+119.2%
NDAQ vs GTLB
+4.2%
+115.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | 0.0% | -9.6% | +9.6% | +1.3% |
| 30D | +16.3% | -15.5% | +31.8% | +18.7% |
| 3M | +15.8% | +12.4% | +3.4% | +13.4% |
| 6M | +24.8% | +84.6% | -59.7% | +13.4% |
| YTD | +14.1% | +26.1% | -12.0% | +8.1% |
| 1Y | +26.5% | +1.7% | +24.8% | +22.9% |
| All | +119.2% | +4.2% | +115.0% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling