+92.6%
NDAQ vs GTLB
-8.4%
+101.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.2% |
| 7D | -2.6% | +4.6% | -7.1% | -3.2% |
| 30D | +0.5% | +21.0% | -20.5% | -2.4% |
| 3M | +9.9% | +51.7% | -41.8% | +3.2% |
| 6M | +8.2% | +89.3% | -81.1% | -2.2% |
| YTD | -1.5% | +25.6% | -27.1% | -6.3% |
| 1Y | +1.3% | -1.5% | +2.9% | -1.1% |
| 3Y | +92.6% | -9.9% | +102.5% | +87.0% |
| All | +92.6% | -8.4% | +101.0% | +87.0% |
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