+99.0%
QQQ vs GTLB
-49.8%
+148.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | -1.3% | -4.1% | +2.8% | -0.7% |
| 30D | -1.4% | +12.3% | -13.7% | -3.3% |
| 3M | +2.3% | +65.9% | -63.6% | -6.0% |
| 6M | +16.9% | +104.0% | -87.1% | +3.0% |
| YTD | +15.6% | +26.0% | -10.4% | +9.5% |
| 1Y | +22.6% | -3.5% | +26.1% | +20.5% |
| 3Y | +93.5% | -9.6% | +103.2% | +84.5% |
| All | +99.0% | -49.8% | +148.8% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling