+26.6%
USB vs GTLB
-44.4%
+71.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.4% | -9.7% | +12.1% | +3.3% |
| 30D | +6.6% | +1.7% | +4.9% | +6.3% |
| 3M | -4.1% | +43.6% | -47.6% | -7.4% |
| 6M | +12.5% | +113.0% | -100.5% | +4.2% |
| YTD | +17.6% | +39.5% | -21.9% | +12.8% |
| 1Y | +36.5% | +12.6% | +23.9% | +33.3% |
| 3Y | +95.4% | +23.6% | +71.8% | +85.8% |
| 5Y | +26.1% | -56.0% | +82.1% | +15.1% |
| All | +26.6% | -44.4% | +71.0% | +15.7% |
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 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