+146.9%
BKR vs GTLB
-50.1%
+197.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -7.0% | -5.7% | -1.3% | -6.7% |
| 30D | -8.1% | +15.1% | -23.3% | -8.9% |
| 3M | -6.6% | +65.5% | -72.1% | -9.4% |
| 6M | +0.9% | +102.9% | -102.0% | -3.6% |
| YTD | +31.1% | +25.2% | +5.9% | +28.8% |
| 1Y | +27.7% | -5.5% | +33.2% | +27.4% |
| 3Y | +71.2% | -10.9% | +82.1% | +69.0% |
| All | +146.9% | -50.1% | +197.0% | +140.3% |
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