+17.1%
O vs GTLB
-47.1%
+64.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.8% |
| 7D | -0.7% | +11.1% | -11.8% | -1.2% |
| 30D | -1.9% | +37.8% | -39.7% | -3.2% |
| 3M | +3.8% | +61.6% | -57.7% | +1.7% |
| 6M | -4.7% | +98.9% | -103.7% | -7.7% |
| YTD | +12.5% | +32.8% | -20.3% | +10.8% |
| 1Y | +10.8% | +14.7% | -3.8% | +9.8% |
| 3Y | +28.8% | +1.3% | +27.4% | +25.9% |
| All | +17.1% | -47.1% | +64.3% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling