+3.7%
BDX vs GTLB
-49.8%
+53.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -1.9% |
| 7D | -5.4% | -4.1% | -1.3% | -5.3% |
| 30D | -2.2% | +12.3% | -14.5% | -2.5% |
| 3M | +20.1% | +65.9% | -45.8% | +18.3% |
| 6M | +9.1% | +104.0% | -94.9% | +6.8% |
| YTD | +17.9% | +26.0% | -8.2% | +16.7% |
| 1Y | +22.1% | -3.5% | +25.6% | +21.6% |
| 3Y | -10.5% | -9.6% | -0.9% | -11.4% |
| All | +3.7% | -49.8% | +53.5% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling