-1.1%
TLT vs GTLB
-8.4%
+7.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.1% |
| 7D | +0.4% | +4.6% | -4.2% | +0.3% |
| 30D | -0.3% | +21.0% | -21.3% | -0.7% |
| 3M | -1.7% | +51.7% | -53.4% | -2.7% |
| 6M | -4.9% | +89.3% | -94.2% | -6.4% |
| YTD | -2.8% | +25.6% | -28.4% | -3.5% |
| 1Y | -4.2% | -1.5% | -2.7% | -4.5% |
| 3Y | -1.1% | -9.9% | +8.8% | -5.3% |
| All | -1.1% | -8.4% | +7.3% | -5.3% |
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