-62.6%
TEAM vs GTLB
-49.8%
-12.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -16.9% | -3.5% | -13.4% | -15.2% |
| 30D | -26.8% | -9.0% | -17.8% | -22.9% |
| 3M | -1.9% | +15.9% | -17.8% | -8.9% |
| 6M | +79.2% | +104.9% | -25.7% | +28.0% |
| YTD | -6.1% | +26.0% | -32.1% | -15.3% |
| 1Y | -2.1% | +1.8% | -3.9% | -3.5% |
| 3Y | -13.6% | +6.0% | -19.6% | -22.4% |
| 5Y | -65.8% | -62.2% | -3.6% | -64.2% |
| All | -62.6% | -49.8% | -12.7% | -61.8% |
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