-7.4%
T vs GTLB
+3.7%
-11.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +1.6% |
| 7D | +2.0% | -9.6% | +11.6% | +1.3% |
| 30D | -1.0% | -15.5% | +14.5% | -2.0% |
| 3M | -8.1% | +12.4% | -20.5% | -7.5% |
| 6M | -8.3% | +84.6% | -92.8% | -4.3% |
| YTD | -6.1% | +26.1% | -32.2% | -4.3% |
| 1Y | -7.4% | +1.7% | -9.1% | -6.2% |
| All | -7.4% | +3.7% | -11.1% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling