+292.4%
P vs GTLB
-50.0%
+342.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +6.8% |
| 7D | -9.6% | -9.6% | 0.0% | -7.1% |
| 30D | -33.4% | -14.5% | -19.0% | -30.7% |
| 3M | +14.2% | +20.9% | -6.7% | +8.3% |
| 6M | +31.6% | +81.4% | -49.8% | +11.5% |
| YTD | +53.5% | +25.6% | +27.9% | +40.7% |
| 1Y | +14.2% | +3.4% | +10.7% | +10.9% |
| 3Y | +190.5% | +8.9% | +181.6% | +172.6% |
| 5Y | +256.3% | -64.0% | +320.3% | +239.6% |
| All | +292.4% | -50.0% | +342.4% | +271.4% |
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