+120.4%
XLK vs GTLB
-10.9%
+131.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +0.2% | -5.7% | +5.9% | +1.2% |
| 30D | -0.6% | +15.1% | -15.8% | -3.3% |
| 3M | +2.6% | +65.5% | -62.9% | -7.0% |
| 6M | +34.0% | +102.9% | -68.9% | +15.6% |
| YTD | +30.7% | +25.2% | +5.5% | +23.5% |
| 1Y | +39.2% | -5.5% | +44.7% | +38.7% |
| 3Y | +120.4% | -10.9% | +131.3% | +115.7% |
| All | +120.4% | -10.9% | +131.3% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling