-67.9%
XYZ vs GTLB
-50.8%
-17.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.2% |
| 7D | -3.7% | -6.6% | +2.9% | -1.2% |
| 30D | +0.5% | +13.7% | -13.2% | -4.6% |
| 3M | +16.3% | +52.9% | -36.6% | -2.4% |
| 6M | +21.1% | +88.5% | -67.3% | -8.2% |
| YTD | +22.0% | +23.4% | -1.5% | +8.0% |
| 1Y | +5.2% | -3.8% | +9.0% | +1.0% |
| 3Y | +49.6% | -11.5% | +61.1% | +35.7% |
| All | -67.9% | -50.8% | -17.1% | -72.7% |
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 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