-65.4%
XYZ vs GTLB
-49.8%
-15.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.4% |
| 7D | -2.2% | -9.6% | +7.5% | +1.6% |
| 30D | +11.6% | -15.5% | +27.1% | +18.5% |
| 3M | +8.4% | +12.4% | -4.0% | +2.6% |
| 6M | +17.2% | +84.6% | -67.4% | -10.1% |
| YTD | +31.7% | +26.1% | +5.6% | +14.7% |
| 1Y | +30.1% | +1.7% | +28.4% | +22.2% |
| 3Y | +66.4% | +6.1% | +60.4% | +39.0% |
| 5Y | -62.2% | -61.1% | -1.0% | -68.6% |
| All | -65.4% | -49.8% | -15.6% | -71.0% |
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 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