+30.3%
O vs GTLB
-8.4%
+38.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.3% |
| 7D | -0.6% | +4.6% | -5.1% | -0.6% |
| 30D | -2.0% | +21.0% | -22.9% | -2.1% |
| 3M | +3.0% | +51.7% | -48.7% | +2.6% |
| 6M | -3.6% | +89.3% | -92.9% | -4.3% |
| YTD | +12.1% | +25.6% | -13.6% | +12.2% |
| 1Y | +8.9% | -1.5% | +10.4% | +9.9% |
| 3Y | +30.3% | -9.9% | +40.3% | +27.0% |
| All | +30.3% | -8.4% | +38.7% | +27.0% |
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 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