+108.2%
T vs GTLB
-8.4%
+116.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | -0.5% |
| 7D | -1.5% | +4.6% | -6.1% | -1.4% |
| 30D | +7.6% | +21.0% | -13.4% | +8.3% |
| 3M | +15.3% | +51.7% | -36.4% | +17.0% |
| 6M | -8.5% | +89.3% | -97.8% | -6.3% |
| YTD | +6.8% | +25.6% | -18.9% | +8.3% |
| 1Y | -7.2% | -1.5% | -5.7% | -6.3% |
| 3Y | +108.2% | -9.9% | +118.2% | +100.6% |
| All | +108.2% | -8.4% | +116.7% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling