+4.0%
BSX vs GTLB
-50.8%
+54.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -7.0% | -6.6% | -0.5% | -6.6% |
| 30D | -10.9% | +13.7% | -24.6% | -11.8% |
| 3M | -8.2% | +52.9% | -61.1% | -11.1% |
| 6M | -37.5% | +88.5% | -126.0% | -40.6% |
| YTD | -52.8% | +23.4% | -76.3% | -53.9% |
| 1Y | -58.4% | -3.8% | -54.6% | -58.7% |
| 3Y | -16.5% | -11.5% | -5.0% | -18.5% |
| All | +4.0% | -50.8% | +54.8% | +0.6% |
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