-62.6%
U vs GTLB
-49.4%
-13.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.3% | +4.8% |
| 7D | +2.6% | -0.7% | +3.3% | +2.9% |
| 30D | +27.6% | -10.2% | +37.8% | +33.5% |
| 3M | +15.3% | +10.1% | +5.2% | +7.4% |
| 6M | +96.4% | +116.5% | -20.1% | +28.3% |
| YTD | +19.6% | +27.2% | -7.6% | +0.6% |
| 1Y | +42.1% | +8.6% | +33.6% | +28.4% |
| 3Y | +87.5% | +5.6% | +82.0% | +50.6% |
| 5Y | -73.1% | -61.8% | -11.3% | -75.6% |
| All | -62.6% | -49.4% | -13.3% | -65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling