+262.0%
TER vs GTLB
+1.9%
+260.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.3% |
| 7D | +0.6% | +11.1% | -10.4% | -0.9% |
| 30D | -8.3% | +37.8% | -46.1% | -12.9% |
| 3M | -12.2% | +61.6% | -73.8% | -19.1% |
| 6M | +17.1% | +98.9% | -81.9% | +2.2% |
| YTD | +84.7% | +32.8% | +51.9% | +75.8% |
| 1Y | +199.9% | +14.7% | +185.3% | +193.8% |
| All | +262.0% | +1.9% | +260.1% | +252.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling