-64.2%
XYZ vs GTLB
-50.0%
-14.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.4% |
| 7D | +14.9% | -9.6% | +24.5% | +19.3% |
| 30D | +14.7% | -14.5% | +29.1% | +21.1% |
| 3M | +12.1% | +20.9% | -8.8% | +3.0% |
| 6M | +18.3% | +81.4% | -63.1% | -8.6% |
| YTD | +36.1% | +25.6% | +10.5% | +18.7% |
| 1Y | +35.3% | +3.4% | +31.9% | +26.3% |
| 3Y | +73.5% | +8.9% | +64.6% | +43.2% |
| 5Y | -61.6% | -64.0% | +2.4% | -68.2% |
| All | -64.2% | -50.0% | -14.2% | -70.0% |
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