+222.8%
TER vs GTLB
-47.1%
+270.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.3% |
| 7D | +0.6% | +11.1% | -10.4% | -1.4% |
| 30D | -8.3% | +37.8% | -46.1% | -14.0% |
| 3M | -12.2% | +61.6% | -73.8% | -20.7% |
| 6M | +17.1% | +98.9% | -81.9% | -0.3% |
| YTD | +84.7% | +32.8% | +51.9% | +69.9% |
| 1Y | +199.9% | +14.7% | +185.3% | +182.8% |
| 3Y | +232.8% | +1.3% | +231.4% | +208.3% |
| All | +222.8% | -47.1% | +270.0% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling