+32.6%
NET vs GTLB
-54.2%
+86.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -16.4% | -9.7% | -6.7% | -11.4% |
| 30D | -25.8% | +1.7% | -27.5% | -26.7% |
| 3M | -11.5% | +43.6% | -55.1% | -28.3% |
| 6M | +18.9% | +113.0% | -94.1% | -23.6% |
| YTD | +35.2% | +39.5% | -4.3% | +7.3% |
| 1Y | +14.5% | +12.6% | +1.8% | +1.2% |
| 3Y | +313.8% | +23.6% | +290.2% | +198.1% |
| 5Y | +32.6% | -56.0% | +88.6% | +55.6% |
| All | +32.6% | -54.2% | +86.8% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling