+74.9%
T vs GTLB
-47.1%
+122.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | -1.3% | +11.1% | -12.3% | -1.4% |
| 30D | +11.4% | +37.8% | -26.4% | +11.0% |
| 3M | +14.3% | +61.6% | -47.3% | +13.7% |
| 6M | -9.3% | +98.9% | -108.2% | -10.0% |
| YTD | +7.1% | +32.8% | -25.7% | +6.8% |
| 1Y | -9.1% | +14.7% | -23.7% | -9.1% |
| 3Y | +105.3% | +1.3% | +104.0% | +103.1% |
| All | +74.9% | -47.1% | +122.1% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling