+71.7%
TER vs GTLB
-62.5%
+134.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.3% | -5.6% |
| 7D | +14.4% | -0.7% | +15.1% | +14.5% |
| 30D | -30.6% | -10.2% | -20.4% | -29.1% |
| 3M | -39.2% | +10.1% | -49.3% | -40.6% |
| 6M | -31.3% | +116.5% | -147.7% | -42.2% |
| YTD | +29.1% | +27.2% | +1.9% | +19.2% |
| 1Y | +47.4% | +8.6% | +38.9% | +40.6% |
| 3Y | +191.2% | +5.6% | +185.7% | +166.9% |
| All | +71.7% | -62.5% | +134.2% | +62.5% |
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