-0.1%
BAX vs GTLB
-3.3%
+3.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -5.1% | -6.6% | +1.5% | -4.8% |
| 30D | -12.2% | +13.7% | -25.9% | -12.5% |
| 3M | +21.8% | +52.9% | -31.1% | +20.3% |
| 6M | +36.3% | +88.5% | -52.2% | +34.3% |
| YTD | +27.8% | +23.4% | +4.4% | +25.2% |
| 1Y | -0.1% | -3.8% | +3.8% | -2.3% |
| All | -0.1% | -3.3% | +3.2% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling