+55.2%
T vs GTLB
-64.3%
+119.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +2.6% | -10.9% | +13.5% | +2.6% |
| 30D | -1.1% | -15.3% | +14.2% | -1.0% |
| 3M | -7.7% | +14.6% | -22.3% | -7.9% |
| 6M | -10.6% | +79.6% | -90.2% | -11.3% |
| YTD | -7.5% | +24.3% | -31.8% | -7.7% |
| 1Y | -7.4% | +1.0% | -8.4% | -7.3% |
| 3Y | +63.1% | +4.6% | +58.5% | +60.9% |
| 5Y | +55.2% | -63.7% | +118.9% | +51.6% |
| All | +55.2% | -64.3% | +119.5% | +51.6% |
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 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