+1.1%
UL vs GTLB
+6.1%
-5.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +4.7% | -9.7% | +14.3% | +4.1% |
| 30D | +11.6% | +1.7% | +9.9% | +11.7% |
| 3M | +5.3% | +43.6% | -38.2% | +7.7% |
| 6M | +16.0% | +113.0% | -96.9% | +22.8% |
| YTD | +5.0% | +39.5% | -34.6% | +6.7% |
| 1Y | +1.1% | +12.6% | -11.5% | +2.6% |
| All | +1.1% | +6.1% | -5.0% | +2.6% |
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