+17.5%
P vs GTLB
+6.1%
+11.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -19.4% | -9.7% | -9.7% | -16.9% |
| 30D | -22.3% | +1.7% | -24.0% | -22.6% |
| 3M | +33.2% | +43.6% | -10.4% | +17.6% |
| 6M | +53.6% | +113.0% | -59.3% | +16.0% |
| YTD | +66.8% | +39.5% | +27.3% | +73.5% |
| 1Y | +17.5% | +12.6% | +4.9% | +72.0% |
| All | +17.5% | +6.1% | +11.4% | +72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling