+13.6%
TPR vs GTLB
+2.8%
+10.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.4% | +1.6% | -4.2% |
| 7D | -3.4% | +4.6% | -7.9% | -2.9% |
| 30D | -27.3% | +21.0% | -48.3% | -25.8% |
| 3M | -16.2% | +51.7% | -67.9% | -13.2% |
| 6M | -17.9% | +89.3% | -107.2% | -12.6% |
| YTD | -7.1% | +25.6% | -32.7% | -2.7% |
| 1Y | +13.6% | -1.5% | +15.2% | +21.4% |
| All | +13.6% | +2.8% | +10.8% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling