-8.4%
T vs GTLB
-1.8%
-6.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.7% |
| 7D | -2.4% | -4.1% | +1.6% | -2.6% |
| 30D | +4.3% | +12.3% | -8.0% | +4.9% |
| 3M | +11.6% | +65.9% | -54.4% | +14.6% |
| 6M | -5.6% | +104.0% | -109.5% | -1.4% |
| YTD | +6.6% | +26.0% | -19.5% | +8.9% |
| 1Y | -8.4% | -3.5% | -4.9% | -6.8% |
| All | -8.4% | -1.8% | -6.6% | -6.8% |
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