+31.8%
USB vs GTLB
+4.0%
+27.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | 0.0% | -11.1% | +11.1% | +0.4% |
| 30D | +5.8% | -7.5% | +13.3% | +6.1% |
| 3M | -6.0% | +34.8% | -40.7% | -6.8% |
| 6M | +7.8% | +98.0% | -90.2% | +4.8% |
| YTD | +14.6% | +28.1% | -13.5% | +13.7% |
| 1Y | +31.8% | +5.6% | +26.2% | +30.4% |
| All | +31.8% | +4.0% | +27.8% | +30.4% |
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