+34.5%
BBY vs GTLB
+6.1%
+28.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | 0.0% | +8.0% | +8.0% |
| 7D | +4.5% | -9.7% | +14.2% | +6.0% |
| 30D | +16.0% | +1.7% | +14.3% | +15.6% |
| 3M | +18.6% | +43.6% | -24.9% | +12.7% |
| 6M | +80.1% | +113.0% | -32.9% | +62.0% |
| YTD | +57.4% | +39.5% | +17.9% | +39.2% |
| 1Y | +34.5% | +12.6% | +21.9% | +17.7% |
| All | +34.5% | +6.1% | +28.4% | +17.7% |
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 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