+94.7%
V vs GTLB
-50.0%
+144.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | -0.8% | -9.6% | +8.8% | +0.1% |
| 30D | +9.5% | -14.5% | +24.0% | +11.0% |
| 3M | +16.7% | +20.9% | -4.2% | +14.3% |
| 6M | +32.9% | +81.4% | -48.4% | +24.8% |
| YTD | +21.1% | +25.6% | -4.5% | +17.0% |
| 1Y | +26.6% | +3.4% | +23.2% | +24.4% |
| 3Y | +78.4% | +8.9% | +69.5% | +68.8% |
| 5Y | +105.5% | -64.0% | +169.5% | +106.2% |
| All | +94.7% | -50.0% | +144.7% | +86.1% |
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