-64.5%
BAX vs GTLB
-49.8%
-14.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.4% | -3.5% | +3.8% | +0.5% |
| 30D | +3.4% | -9.0% | +12.4% | +3.9% |
| 3M | -4.5% | +15.9% | -20.3% | -5.3% |
| 6M | +44.0% | +104.9% | -60.8% | +38.1% |
| YTD | +34.9% | +26.0% | +8.9% | +32.2% |
| 1Y | +37.9% | +1.8% | +36.1% | +36.7% |
| 3Y | -17.1% | +6.0% | -23.1% | -19.1% |
| 5Y | -64.3% | -62.2% | -2.1% | -65.4% |
| All | -64.5% | -49.8% | -14.6% | -65.7% |
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 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