+27.9%
UL vs GTLB
-47.1%
+75.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.1% |
| 7D | -1.3% | +11.1% | -12.4% | -1.5% |
| 30D | +0.5% | +37.8% | -37.3% | 0.0% |
| 3M | +17.6% | +61.6% | -44.0% | +16.8% |
| 6M | -5.4% | +98.9% | -104.3% | -6.4% |
| YTD | +0.7% | +32.8% | -32.1% | +0.3% |
| 1Y | -9.3% | +14.7% | -23.9% | -9.4% |
| 3Y | +24.5% | +1.3% | +23.2% | +23.3% |
| All | +27.9% | -47.1% | +75.0% | +24.1% |
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