+40.2%
O vs GTLB
+4.1%
+36.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.4% | -3.5% | +3.1% | -0.4% |
| 30D | +8.3% | -9.0% | +17.3% | +8.2% |
| 3M | -4.0% | +15.9% | -19.8% | -4.0% |
| 6M | -2.6% | +104.9% | -107.5% | -2.8% |
| YTD | +9.9% | +26.0% | -16.1% | +10.3% |
| 1Y | +9.8% | +1.8% | +8.1% | +10.8% |
| All | +40.2% | +4.1% | +36.1% | +38.3% |
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