+320.1%
P vs GTLB
-49.8%
+369.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +17.8% | -3.5% | +21.3% | +18.8% |
| 30D | -29.9% | -9.0% | -20.9% | -28.0% |
| 3M | -1.2% | +15.9% | -17.0% | -5.4% |
| 6M | +32.1% | +104.9% | -72.7% | +8.7% |
| YTD | +64.3% | +26.0% | +38.3% | +50.6% |
| 1Y | +24.3% | +1.8% | +22.5% | +21.2% |
| 3Y | +203.2% | +6.0% | +197.2% | +185.9% |
| 5Y | +290.4% | -62.2% | +352.6% | +271.3% |
| All | +320.1% | -49.8% | +369.9% | +297.3% |
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 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