+77.5%
T vs GTLB
-50.1%
+127.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.0% |
| 7D | +1.5% | -5.7% | +7.2% | +1.5% |
| 30D | +7.5% | +15.1% | -7.7% | +7.3% |
| 3M | +14.8% | +65.5% | -50.6% | +14.2% |
| 6M | -1.7% | +102.9% | -104.6% | -2.5% |
| YTD | +8.7% | +25.2% | -16.5% | +8.5% |
| 1Y | -7.5% | -5.5% | -1.9% | -7.2% |
| 3Y | +110.2% | -10.9% | +121.1% | +108.6% |
| All | +77.5% | -50.1% | +127.7% | +72.1% |
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 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