-58.7%
W vs GTLB
-50.0%
-8.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +3.0% |
| 7D | +6.5% | +4.6% | +1.9% | +3.9% |
| 30D | -6.2% | +21.0% | -27.2% | -15.2% |
| 3M | +48.9% | +51.7% | -2.8% | +20.5% |
| 6M | +31.2% | +89.3% | -58.1% | -7.4% |
| YTD | -0.4% | +25.6% | -26.1% | -15.9% |
| 1Y | +14.8% | -1.5% | +16.4% | +7.0% |
| 3Y | +40.5% | -9.9% | +50.4% | +24.6% |
| All | -58.7% | -50.0% | -8.7% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling