+327.1%
NET vs GTLB
+0.5%
+326.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.4% |
| 7D | -7.0% | +11.1% | -18.0% | -11.5% |
| 30D | -4.8% | +37.8% | -42.6% | -17.7% |
| 3M | +3.8% | +61.6% | -57.7% | -16.9% |
| 6M | +50.0% | +98.9% | -48.9% | +8.5% |
| YTD | +41.5% | +32.8% | +8.7% | +20.6% |
| 1Y | +32.8% | +14.7% | +18.2% | +18.6% |
| All | +327.1% | +0.5% | +326.6% | +260.2% |
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