+4.5%
BDX vs GTLB
-50.1%
+54.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -3.2% | -5.7% | +2.5% | -3.0% |
| 30D | -2.5% | +15.1% | -17.7% | -3.0% |
| 3M | +21.4% | +65.5% | -44.0% | +19.7% |
| 6M | +10.4% | +102.9% | -92.5% | +8.1% |
| YTD | +18.8% | +25.2% | -6.4% | +17.7% |
| 1Y | +21.7% | -5.5% | +27.2% | +21.3% |
| 3Y | -10.0% | -10.9% | +0.9% | -10.8% |
| All | +4.5% | -50.1% | +54.7% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling