-58.9%
W vs GTLB
-47.1%
-11.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.5% | +2.0% |
| 7D | -4.2% | +11.1% | -15.2% | -9.0% |
| 30D | -7.6% | +37.8% | -45.4% | -21.3% |
| 3M | +37.2% | +61.6% | -24.4% | +7.9% |
| 6M | +26.3% | +98.9% | -72.6% | -12.7% |
| YTD | -1.0% | +32.8% | -33.7% | -18.3% |
| 1Y | +20.1% | +14.7% | +5.4% | +3.9% |
| 3Y | +37.8% | +1.3% | +36.4% | +15.4% |
| All | -58.9% | -47.1% | -11.8% | -63.6% |
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