-58.6%
W vs GTLB
-50.8%
-7.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | +5.9% | -6.6% | +12.5% | +9.1% |
| 30D | -3.0% | +13.7% | -16.8% | -9.6% |
| 3M | +40.3% | +52.9% | -12.6% | +13.3% |
| 6M | +32.2% | +88.5% | -56.3% | -6.5% |
| YTD | -0.3% | +23.4% | -23.7% | -15.1% |
| 1Y | +16.2% | -3.8% | +20.0% | +9.4% |
| 3Y | +40.7% | -11.5% | +52.2% | +25.8% |
| All | -58.6% | -50.8% | -7.8% | -62.1% |
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 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