+27.2%
P vs GTLB
+2.8%
+24.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +3.2% |
| 7D | +7.8% | +4.6% | +3.3% | +6.1% |
| 30D | +12.3% | +21.0% | -8.7% | +5.0% |
| 3M | +37.1% | +51.7% | -14.6% | +18.5% |
| 6M | +66.1% | +89.3% | -23.2% | +31.5% |
| YTD | +50.9% | +25.6% | +25.3% | +48.7% |
| 1Y | +27.2% | -1.5% | +28.8% | +49.5% |
| All | +27.2% | +2.8% | +24.4% | +49.5% |
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