-0.9%
BND vs GTLB
-50.0%
+49.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | 0.0% |
| 7D | +0.1% | +4.6% | -4.4% | +0.1% |
| 30D | -0.4% | +21.0% | -21.3% | -0.7% |
| 3M | -0.2% | +51.7% | -51.9% | -0.9% |
| 6M | -1.2% | +89.3% | -90.5% | -2.3% |
| YTD | -0.3% | +25.6% | -25.9% | -0.8% |
| 1Y | +0.4% | -1.5% | +1.9% | +0.2% |
| 3Y | +13.4% | -9.9% | +23.3% | +12.6% |
| All | -0.9% | -50.0% | +49.1% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling