-14.9%
BAX vs GTLB
+7.7%
-22.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +3.6% | -10.9% | +14.6% | +4.6% |
| 30D | +8.5% | -15.3% | +23.8% | +9.9% |
| 3M | -4.9% | +14.6% | -19.4% | -6.0% |
| 6M | +47.0% | +79.6% | -32.6% | +40.0% |
| YTD | +38.4% | +24.3% | +14.1% | +35.2% |
| 1Y | +49.1% | +1.0% | +48.1% | +48.3% |
| 3Y | -14.9% | +4.6% | -19.5% | -13.9% |
| All | -14.9% | +7.7% | -22.6% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling