+279.7%
P vs GTLB
-47.1%
+326.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +6.5% | +11.1% | -4.5% | +3.6% |
| 30D | +18.8% | +37.8% | -19.0% | +9.1% |
| 3M | +26.7% | +61.6% | -34.8% | +11.2% |
| 6M | +62.2% | +98.9% | -36.7% | +33.4% |
| YTD | +48.5% | +32.8% | +15.7% | +34.4% |
| 1Y | +26.4% | +14.7% | +11.7% | +19.2% |
| 3Y | +159.4% | +1.3% | +158.1% | +145.7% |
| All | +279.7% | -47.1% | +326.8% | +254.6% |
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