+256.1%
TPR vs GTLB
-61.8%
+318.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | +14.2% | -11.1% | +25.3% | +16.0% |
| 30D | +17.1% | -7.5% | +24.6% | +18.1% |
| 3M | -17.7% | +34.8% | -52.5% | -22.0% |
| 6M | -10.2% | +98.0% | -108.2% | -20.7% |
| YTD | +4.9% | +28.1% | -23.2% | -1.6% |
| 1Y | +36.1% | +5.6% | +30.6% | +31.6% |
| 3Y | +416.5% | +15.9% | +400.5% | +366.6% |
| All | +256.1% | -61.8% | +318.0% | +191.1% |
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