+37.9%
BAX vs GTLB
+1.6%
+36.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.7% |
| 6M | +44.0% | +104.9% | -60.8% | +42.9% |
| YTD | +34.9% | +26.0% | +8.9% | +31.5% |
| 1Y | +37.9% | +1.8% | +36.1% | +34.4% |
| All | +37.9% | +1.6% | +36.3% | +34.4% |
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