+236.4%
TER vs GTLB
-50.0%
+286.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.4% | +9.6% | +5.2% |
| 7D | +11.0% | +4.6% | +6.4% | +9.9% |
| 30D | -1.9% | +21.0% | -22.9% | -5.7% |
| 3M | -0.7% | +51.7% | -52.4% | -9.2% |
| 6M | +36.4% | +89.3% | -52.9% | +17.0% |
| YTD | +92.4% | +25.6% | +66.8% | +78.7% |
| 1Y | +213.5% | -1.5% | +215.1% | +205.3% |
| 3Y | +277.2% | -9.9% | +287.2% | +257.6% |
| All | +236.4% | -50.0% | +286.4% | +209.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling