+72.2%
BKR vs GTLB
-10.3%
+82.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -6.8% |
| 7D | -6.7% | -4.1% | -2.6% | -6.4% |
| 30D | -8.3% | +12.3% | -20.7% | -9.1% |
| 3M | -5.4% | +65.9% | -71.3% | -8.7% |
| 6M | +0.8% | +104.0% | -103.2% | -4.8% |
| YTD | +31.8% | +26.0% | +5.8% | +29.8% |
| 1Y | +28.6% | -3.5% | +32.1% | +29.6% |
| All | +72.2% | -10.3% | +82.5% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling