+56.5%
BAC vs GTLB
-50.0%
+106.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | 0.0% |
| 7D | +1.2% | +4.6% | -3.4% | +0.7% |
| 30D | -0.7% | +21.0% | -21.7% | -2.5% |
| 3M | +16.9% | +51.7% | -34.8% | +12.2% |
| 6M | +29.6% | +89.3% | -59.7% | +21.2% |
| YTD | +15.3% | +25.6% | -10.4% | +11.6% |
| 1Y | +28.8% | -1.5% | +30.4% | +27.2% |
| 3Y | +136.4% | -9.9% | +146.3% | +129.4% |
| All | +56.5% | -50.0% | +106.4% | +44.2% |
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