+53.3%
T vs GTLB
-49.8%
+103.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +1.4% |
| 7D | +2.0% | -9.6% | +11.6% | +2.0% |
| 30D | -1.0% | -15.5% | +14.5% | -0.9% |
| 3M | -8.1% | +12.4% | -20.5% | -8.3% |
| 6M | -8.3% | +84.6% | -92.8% | -8.9% |
| YTD | -6.1% | +26.1% | -32.2% | -6.4% |
| 1Y | -7.4% | +1.7% | -9.1% | -7.3% |
| 3Y | +65.4% | +6.1% | +59.4% | +63.2% |
| 5Y | +57.6% | -61.1% | +118.8% | +53.5% |
| All | +53.3% | -49.8% | +103.1% | +48.6% |
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 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