+22.2%
BBY vs GTLB
-4.2%
+26.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.2% |
| 7D | +0.6% | -5.7% | +6.3% | +1.3% |
| 30D | +9.4% | +15.1% | -5.7% | +7.3% |
| 3M | +19.3% | +65.5% | -46.1% | +11.5% |
| 6M | +47.9% | +102.9% | -55.0% | +34.6% |
| YTD | +39.6% | +25.2% | +14.4% | +29.0% |
| 1Y | +22.2% | -5.5% | +27.7% | +15.5% |
| All | +22.2% | -4.2% | +26.4% | +15.5% |
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