-54.2%
TE vs GTLB
-49.8%
-4.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -7.4% |
| 7D | +0.9% | -4.1% | +5.0% | +2.0% |
| 30D | -16.3% | +12.3% | -28.6% | -20.0% |
| 3M | -40.8% | +65.9% | -106.7% | -50.9% |
| 6M | -42.6% | +104.0% | -146.6% | -56.6% |
| YTD | -31.4% | +26.0% | -57.5% | -39.4% |
| 1Y | +144.9% | -3.5% | +148.4% | +133.0% |
| 3Y | -26.0% | -9.6% | -16.4% | -29.4% |
| All | -54.2% | -49.8% | -4.4% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling