+69.1%
RF vs GTLB
-47.1%
+116.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.2% |
| 7D | +1.3% | +11.1% | -9.7% | +0.1% |
| 30D | -3.6% | +37.8% | -41.4% | -7.1% |
| 3M | +8.1% | +61.6% | -53.5% | +2.2% |
| 6M | +11.5% | +98.9% | -87.5% | +2.2% |
| YTD | +15.6% | +32.8% | -17.2% | +10.6% |
| 1Y | +15.7% | +14.7% | +1.0% | +11.9% |
| 3Y | +86.9% | +1.3% | +85.5% | +78.4% |
| All | +69.1% | -47.1% | +116.3% | +56.1% |
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 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