-68.9%
U vs GTLB
-50.1%
-18.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.1% | +4.8% |
| 7D | +5.5% | -5.7% | +11.2% | +8.4% |
| 30D | -1.3% | +15.1% | -16.4% | -9.1% |
| 3M | +64.6% | +65.5% | -0.9% | +25.4% |
| 6M | +119.4% | +102.9% | +16.5% | +47.4% |
| YTD | -0.5% | +25.2% | -25.7% | -14.6% |
| 1Y | +1.3% | -5.5% | +6.8% | -1.8% |
| 3Y | +15.6% | -10.9% | +26.5% | +3.0% |
| All | -68.9% | -50.1% | -18.8% | -71.1% |
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 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