+68.8%
NET vs GTLB
-47.1%
+115.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.5% |
| 7D | -7.0% | +11.1% | -18.0% | -12.6% |
| 30D | -4.8% | +37.8% | -42.6% | -20.5% |
| 3M | +3.8% | +61.6% | -57.7% | -21.1% |
| 6M | +50.0% | +98.9% | -48.9% | +0.4% |
| YTD | +41.5% | +32.8% | +8.7% | +16.3% |
| 1Y | +32.8% | +14.7% | +18.2% | +15.5% |
| 3Y | +335.9% | +1.3% | +334.5% | +257.8% |
| All | +68.8% | -47.1% | +115.9% | +67.5% |
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 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