+97.3%
BAC vs GTLB
+4.0%
+93.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.5% |
| 7D | +2.0% | -9.6% | +11.6% | +2.9% |
| 30D | -6.9% | -14.5% | +7.5% | -5.7% |
| 3M | -19.6% | +20.9% | -40.5% | -21.2% |
| 6M | -0.5% | +81.4% | -81.8% | -6.8% |
| YTD | -6.6% | +25.6% | -32.2% | -9.5% |
| 1Y | -3.0% | +3.4% | -6.4% | -4.1% |
| 3Y | +97.3% | +8.9% | +88.4% | +85.7% |
| All | +97.3% | +4.0% | +93.3% | +85.7% |
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 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