-52.7%
W vs GTLB
-49.8%
-2.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | -7.4% | -9.6% | +2.3% | -2.9% |
| 30D | +7.8% | -15.5% | +23.3% | +16.2% |
| 3M | +10.9% | +12.4% | -1.5% | +3.4% |
| 6M | +86.4% | +84.6% | +1.9% | +34.8% |
| YTD | +14.0% | +26.1% | -12.1% | -4.4% |
| 1Y | +3.5% | +1.7% | +1.8% | -4.6% |
| 3Y | +164.8% | +6.1% | +158.7% | +114.6% |
| 5Y | -53.1% | -61.1% | +8.0% | -58.8% |
| All | -52.7% | -49.8% | -2.9% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling