+18.4%
U vs GTLB
+6.1%
+12.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +7.5% | -9.7% | +17.2% | +11.9% |
| 30D | -7.0% | +1.7% | -8.7% | -8.0% |
| 3M | +20.6% | +43.6% | -23.0% | +1.4% |
| 6M | +53.2% | +113.0% | -59.8% | +6.0% |
| YTD | -3.9% | +39.5% | -43.4% | -19.2% |
| 1Y | +18.4% | +12.6% | +5.7% | +3.8% |
| All | +18.4% | +6.1% | +12.3% | +3.8% |
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