+72.6%
XYZ vs GTLB
+12.7%
+59.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.6% | +2.3% |
| 7D | +12.1% | -11.1% | +23.2% | +16.1% |
| 30D | +12.4% | -7.5% | +19.9% | +14.6% |
| 3M | +8.2% | +34.8% | -26.6% | -2.0% |
| 6M | +20.7% | +98.0% | -77.3% | -3.8% |
| YTD | +31.3% | +28.1% | +3.2% | +18.4% |
| 1Y | +20.5% | +5.6% | +15.0% | +14.8% |
| 3Y | +72.6% | +15.9% | +56.7% | +59.3% |
| All | +72.6% | +12.7% | +59.9% | +59.3% |
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