-67.1%
BAX vs GTLB
-50.1%
-17.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -7.9% | -5.7% | -2.2% | -7.6% |
| 30D | -11.7% | +15.1% | -26.8% | -12.4% |
| 3M | +16.2% | +65.5% | -49.3% | +13.0% |
| 6M | +32.0% | +102.9% | -70.9% | +26.4% |
| YTD | +24.7% | +25.2% | -0.5% | +22.4% |
| 1Y | -2.6% | -5.5% | +2.9% | -3.1% |
| 3Y | -35.0% | -10.9% | -24.1% | -36.1% |
| All | -67.1% | -50.1% | -17.0% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling