+181.5%
TER vs GTLB
+7.7%
+173.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | -0.1% |
| 7D | -8.9% | -10.9% | +2.0% | -7.4% |
| 30D | -39.1% | -15.3% | -23.8% | -37.6% |
| 3M | -32.8% | +14.6% | -47.3% | -34.2% |
| 6M | -31.7% | +79.6% | -111.3% | -38.7% |
| YTD | +26.9% | +24.3% | +2.6% | +22.5% |
| 1Y | +33.6% | +1.0% | +32.6% | +35.6% |
| 3Y | +181.5% | +4.6% | +176.9% | +186.1% |
| All | +181.5% | +7.7% | +173.8% | +186.1% |
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