-69.8%
U vs GTLB
-50.0%
-19.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +5.3% |
| 7D | +4.5% | +4.6% | -0.1% | +1.6% |
| 30D | -0.6% | +21.0% | -21.6% | -10.7% |
| 3M | +48.4% | +51.7% | -3.3% | +18.2% |
| 6M | +115.4% | +89.3% | +26.1% | +49.9% |
| YTD | -3.2% | +25.6% | -28.8% | -17.0% |
| 1Y | -6.0% | -1.5% | -4.5% | -10.8% |
| 3Y | +13.5% | -9.9% | +23.4% | +0.5% |
| All | -69.8% | -50.0% | -19.8% | -71.9% |
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 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