+21.9%
BAC vs GTLB
-64.3%
+86.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.5% |
| YTD | -6.6% | +25.6% | -32.2% | -9.7% |
| 1Y | -3.0% | +3.4% | -6.4% | -4.6% |
| 3Y | +97.3% | +8.9% | +88.4% | +88.2% |
| 5Y | +21.9% | -64.0% | +85.8% | +6.7% |
| All | +21.9% | -64.3% | +86.2% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling