-64.3%
BAX vs GTLB
-47.1%
-17.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +1.0% |
| 7D | -1.1% | +11.1% | -12.2% | -1.7% |
| 30D | -5.5% | +37.8% | -43.3% | -7.2% |
| 3M | +33.5% | +61.6% | -28.0% | +29.9% |
| 6M | +35.9% | +98.9% | -63.1% | +30.3% |
| YTD | +35.4% | +32.8% | +2.6% | +32.4% |
| 1Y | +9.8% | +14.7% | -4.9% | +8.0% |
| 3Y | -32.7% | +1.3% | -34.1% | -34.3% |
| All | -64.3% | -47.1% | -17.2% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling