+22.8%
UL vs GTLB
-49.8%
+72.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.4% |
| 7D | -4.1% | -4.1% | 0.0% | -4.0% |
| 30D | -1.2% | +12.3% | -13.5% | -1.4% |
| 3M | +6.0% | +65.9% | -59.9% | +5.2% |
| 6M | -5.5% | +104.0% | -109.4% | -6.5% |
| YTD | -3.3% | +26.0% | -29.4% | -3.6% |
| 1Y | -9.8% | -3.5% | -6.3% | -9.6% |
| 3Y | +20.1% | -9.6% | +29.8% | +19.3% |
| All | +22.8% | -49.8% | +72.6% | +19.2% |
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