+71.3%
T vs GTLB
-50.8%
+122.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.7% |
| 7D | -3.1% | -6.6% | +3.5% | -3.0% |
| 30D | +4.6% | +13.7% | -9.2% | +4.4% |
| 3M | +12.2% | +52.9% | -40.7% | +11.7% |
| 6M | -6.5% | +88.5% | -94.9% | -7.1% |
| YTD | +4.9% | +23.4% | -18.6% | +4.7% |
| 1Y | -10.5% | -3.8% | -6.7% | -10.3% |
| 3Y | +104.6% | -11.5% | +116.1% | +102.9% |
| All | +71.3% | -50.8% | +122.2% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling