+5.6%
GTLB vs BAH
-26.8%
+32.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | -0.7% | +1.7% | -2.5% | -1.3% |
| 30D | -10.2% | +20.8% | -31.0% | -15.7% |
| 3M | +10.1% | +11.6% | -1.5% | +5.9% |
| 6M | +116.5% | +23.1% | +93.4% | +101.8% |
| YTD | +27.2% | +5.3% | +21.9% | +22.8% |
| 1Y | +8.6% | +6.1% | +2.4% | +4.6% |
| 3Y | +5.6% | -27.5% | +33.1% | +4.0% |
| All | +5.6% | -26.8% | +32.4% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling