-2.4%
U vs GTLB
-1.8%
-0.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.9% |
| 7D | 0.0% | -4.1% | +4.1% | +1.4% |
| 30D | -4.1% | +12.3% | -16.4% | -9.3% |
| 3M | +57.8% | +65.9% | -8.1% | +25.9% |
| 6M | +103.5% | +104.0% | -0.4% | +46.4% |
| YTD | -4.8% | +26.0% | -30.8% | -17.7% |
| 1Y | -2.4% | -3.5% | +1.1% | -4.6% |
| All | -2.4% | -1.8% | -0.6% | -4.6% |
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