+13.9%
O vs GTLB
-49.8%
+63.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | -3.5% | -4.1% | +0.6% | -3.4% |
| 30D | -3.3% | +12.3% | -15.7% | -3.8% |
| 3M | -2.8% | +65.9% | -68.8% | -4.9% |
| 6M | -5.8% | +104.0% | -109.7% | -8.8% |
| YTD | +9.4% | +26.0% | -16.6% | +8.0% |
| 1Y | +5.7% | -3.5% | +9.2% | +5.5% |
| 3Y | +27.2% | -9.6% | +36.9% | +25.1% |
| All | +13.9% | -49.8% | +63.7% | +10.0% |
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 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