+100.7%
QQQ vs GTLB
-50.1%
+150.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -0.6% | -5.7% | +5.1% | +0.3% |
| 30D | -1.2% | +15.1% | -16.4% | -3.6% |
| 3M | -0.2% | +65.5% | -65.7% | -8.2% |
| 6M | +17.9% | +102.9% | -85.0% | +4.0% |
| YTD | +16.6% | +25.2% | -8.6% | +10.5% |
| 1Y | +23.0% | -5.5% | +28.5% | +21.3% |
| 3Y | +92.9% | -10.9% | +103.8% | +84.3% |
| All | +100.7% | -50.1% | +150.8% | +83.8% |
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