+12.6%
GTLB vs BAH
+6.2%
+6.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.7% |
| 7D | -9.7% | +5.8% | -15.4% | -12.1% |
| 30D | +1.7% | +28.7% | -27.0% | -10.0% |
| 3M | +43.6% | +20.9% | +22.7% | +30.8% |
| 6M | +113.0% | +15.2% | +97.8% | +97.9% |
| YTD | +39.5% | +7.1% | +32.5% | +28.3% |
| 1Y | +12.6% | +6.4% | +6.2% | +5.2% |
| All | +12.6% | +6.2% | +6.4% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling