+26.7%
BAC vs GTLB
-1.6%
+28.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.4% |
| 7D | +1.2% | +4.6% | -3.4% | +1.1% |
| 30D | -0.7% | +21.0% | -21.7% | -1.2% |
| 3M | +16.9% | +51.7% | -34.8% | +15.7% |
| 6M | +29.6% | +89.3% | -59.7% | +26.8% |
| YTD | +15.3% | +25.6% | -10.4% | +12.5% |
| All | +26.7% | -1.6% | +28.3% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling