+21.2%
UL vs GTLB
-12.2%
+33.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.7% |
| 7D | -3.2% | -6.6% | +3.4% | -3.3% |
| 30D | -0.6% | +13.7% | -14.3% | -0.3% |
| 3M | +9.4% | +52.9% | -43.5% | +10.5% |
| 6M | -4.1% | +88.5% | -92.6% | -2.6% |
| YTD | -2.0% | +23.4% | -25.4% | -0.9% |
| 1Y | -9.0% | -3.8% | -5.1% | -8.0% |
| All | +21.2% | -12.2% | +33.3% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling