-70.5%
U vs GTLB
-47.1%
-23.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -3.8% | +11.1% | -14.9% | -9.1% |
| 30D | +17.5% | +37.8% | -20.4% | -1.1% |
| 3M | +38.7% | +61.6% | -22.8% | +7.3% |
| 6M | +104.4% | +98.9% | +5.5% | +39.1% |
| YTD | -5.7% | +32.8% | -38.5% | -21.2% |
| 1Y | +3.7% | +14.7% | -11.0% | -8.6% |
| 3Y | +12.3% | +1.3% | +11.0% | -6.3% |
| All | -70.5% | -47.1% | -23.4% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling